+33.0%
BLK vs GPN
-44.5%
+77.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | -4.3% | +1.0% | -1.7% |
| 30D | -6.5% | 0.0% | -6.5% | -6.7% |
| 3M | +6.7% | +35.8% | -29.1% | -5.5% |
| 6M | +14.7% | +22.0% | -7.3% | +5.2% |
| YTD | +2.5% | +15.2% | -12.7% | -4.6% |
| 1Y | -2.8% | +3.5% | -6.3% | -6.0% |
| 3Y | +65.9% | -26.9% | +92.8% | +79.2% |
| All | +33.0% | -44.5% | +77.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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