+12,882.1%
BLK vs GIS
+316.3%
+12,565.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.3% | -6.4% | +3.1% | -1.1% |
| 30D | -6.5% | -6.1% | -0.4% | -4.6% |
| 3M | +6.7% | +7.8% | -1.1% | +3.3% |
| 6M | +14.7% | -8.8% | +23.5% | +17.5% |
| YTD | +2.5% | -19.1% | +21.6% | +9.0% |
| 1Y | -2.8% | -24.8% | +22.0% | +5.8% |
| 3Y | +65.9% | -37.6% | +103.4% | +89.7% |
| 5Y | +33.0% | -25.4% | +58.4% | +38.7% |
| 10Y | +281.2% | -19.6% | +300.8% | +270.3% |
| All | +12,882.1% | +316.3% | +12,565.7% | +8,513.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling