+222.5%
GE vs BLK
+12,905.6%
-12,683.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.9% |
| 7D | -1.2% | -2.7% | +1.4% | -0.1% |
| 30D | -11.3% | -4.8% | -6.5% | -9.4% |
| 3M | -1.4% | +6.5% | -7.9% | -4.3% |
| 6M | +1.2% | +13.2% | -11.9% | -4.3% |
| YTD | +5.9% | +1.8% | +4.1% | +4.3% |
| 1Y | +18.4% | -1.0% | +19.4% | +17.5% |
| 3Y | +271.0% | +66.0% | +205.0% | +194.1% |
| 5Y | +417.9% | +31.2% | +386.7% | +347.8% |
| 10Y | +152.0% | +278.5% | -126.6% | +42.9% |
| All | +222.5% | +12,905.6% | -12,683.0% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling