+65.9%
BLK vs GTLB
-10.9%
+76.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -3.3% | -5.7% | +2.4% | -2.7% |
| 30D | -6.5% | +15.1% | -21.7% | -8.0% |
| 3M | +6.7% | +65.5% | -58.7% | +1.0% |
| 6M | +14.7% | +102.9% | -88.2% | +5.2% |
| YTD | +2.5% | +25.2% | -22.7% | -0.4% |
| 1Y | -2.8% | -5.5% | +2.8% | -2.4% |
| 3Y | +65.9% | -10.9% | +76.7% | +61.2% |
| All | +65.9% | -10.9% | +76.8% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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