+147.5%
GE vs BLK
+283.5%
-136.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.2% |
| 7D | -4.0% | -3.3% | -0.7% | -2.0% |
| 30D | -11.4% | -6.5% | -4.9% | -7.8% |
| 3M | -2.6% | +6.7% | -9.4% | -7.0% |
| 6M | -0.3% | +14.7% | -15.1% | -9.1% |
| YTD | +5.4% | +2.5% | +2.8% | +2.2% |
| 1Y | +15.5% | -2.8% | +18.3% | +15.2% |
| 3Y | +260.8% | +65.9% | +194.9% | +150.5% |
| 5Y | +421.6% | +33.0% | +388.7% | +308.7% |
| All | +147.5% | +283.5% | -136.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling