-2.8%
BLK vs GPC
-0.9%
-1.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -3.3% | -3.2% | -0.1% | -2.7% |
| 30D | -6.5% | +0.5% | -7.1% | -6.6% |
| 3M | +6.7% | +31.7% | -25.0% | +1.1% |
| 6M | +14.7% | +24.7% | -10.0% | +9.2% |
| YTD | +2.5% | +11.8% | -9.2% | -5.2% |
| 1Y | -2.8% | -3.0% | +0.2% | -6.5% |
| All | -2.8% | -0.9% | -1.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling