+35.6%
BLK vs GTLB
-50.8%
+86.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | -2.7% | -6.6% | +3.9% | -1.8% |
| 30D | -4.8% | +13.7% | -18.5% | -6.5% |
| 3M | +6.5% | +52.9% | -46.4% | +0.3% |
| 6M | +13.1% | +88.5% | -75.3% | +2.7% |
| YTD | +1.8% | +23.4% | -21.6% | -2.5% |
| 1Y | -1.0% | -3.8% | +2.8% | -2.4% |
| 3Y | +66.0% | -11.5% | +77.5% | +59.1% |
| All | +35.6% | -50.8% | +86.4% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling