+33.0%
BLK vs GME
-56.3%
+89.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.4% |
| 7D | -3.3% | +10.4% | -13.7% | -3.8% |
| 30D | -6.5% | +14.1% | -20.6% | -7.2% |
| 3M | +6.7% | -4.6% | +11.4% | +6.9% |
| 6M | +14.7% | -13.5% | +28.3% | +15.4% |
| YTD | +2.5% | +5.3% | -2.8% | +2.0% |
| 1Y | -2.8% | -14.9% | +12.1% | -2.3% |
| 3Y | +65.9% | +24.3% | +41.6% | +48.4% |
| All | +33.0% | -56.3% | +89.4% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 5y: compounded portfolio wealth divided by compounded GME 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…
5y analysis · Full analysis span regression · 6 months rolling