+732.2%
BLK vs GWRE
+741.3%
-9.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -3.3% | -13.2% | +9.9% | +0.3% |
| 30D | -6.5% | -18.6% | +12.1% | -2.4% |
| 3M | +6.7% | +18.9% | -12.2% | -0.4% |
| 6M | +14.7% | -11.0% | +25.7% | +13.6% |
| YTD | +2.5% | -29.9% | +32.4% | +7.8% |
| 1Y | -2.8% | -44.3% | +41.6% | +9.4% |
| 3Y | +65.9% | +51.7% | +14.2% | +30.2% |
| 5Y | +33.0% | +15.4% | +17.5% | +10.3% |
| 10Y | +281.2% | +129.4% | +151.8% | +152.3% |
| All | +732.2% | +741.3% | -9.1% | +378.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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