+4,725.6%
BLK vs GPN
+2,487.0%
+2,238.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.3% | -4.6% | +1.3% | -1.5% |
| 30D | -6.5% | -0.3% | -6.3% | -6.6% |
| 3M | +6.7% | +35.4% | -28.7% | -6.5% |
| 6M | +14.7% | +21.7% | -6.9% | +4.4% |
| YTD | +2.5% | +14.9% | -12.4% | -5.4% |
| 1Y | -2.8% | +3.2% | -6.0% | -6.6% |
| 3Y | +65.9% | -27.1% | +93.0% | +77.7% |
| 5Y | +33.0% | -44.4% | +77.3% | +54.6% |
| 10Y | +281.2% | +27.0% | +254.2% | +212.3% |
| All | +4,725.6% | +2,487.0% | +2,238.6% | +1,889.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling