+65.9%
BLK vs GNRC
+61.6%
+4.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.0% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -6.5% | -15.7% | +9.2% | -3.4% |
| 3M | +6.7% | -27.3% | +34.1% | +13.0% |
| 6M | +14.7% | -12.1% | +26.8% | +15.0% |
| YTD | +2.5% | +37.1% | -34.6% | -8.5% |
| 1Y | -2.8% | -0.5% | -2.3% | -6.7% |
| 3Y | +65.9% | +61.5% | +4.3% | +33.5% |
| All | +65.9% | +61.6% | +4.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling