+36.6%
BLK vs GTLB
-50.1%
+86.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -3.3% | -5.7% | +2.4% | -2.6% |
| 30D | -6.5% | +15.1% | -21.7% | -8.4% |
| 3M | +6.7% | +65.5% | -58.7% | -0.5% |
| 6M | +14.7% | +102.9% | -88.2% | +3.1% |
| YTD | +2.5% | +25.2% | -22.7% | -2.0% |
| 1Y | -2.8% | -5.5% | +2.8% | -3.9% |
| 3Y | +65.9% | -10.9% | +76.7% | +58.8% |
| All | +36.6% | -50.1% | +86.7% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling