+238.0%
GM vs BLK
+848.1%
-610.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.6% |
| 7D | -2.4% | -3.3% | +0.9% | -0.3% |
| 30D | -1.1% | -6.5% | +5.4% | +3.3% |
| 3M | +6.1% | +6.7% | -0.6% | +1.0% |
| 6M | +15.0% | +14.7% | +0.2% | +4.1% |
| YTD | +6.0% | +2.5% | +3.5% | +2.6% |
| 1Y | +47.1% | -2.8% | +49.9% | +46.6% |
| 3Y | +170.5% | +65.9% | +104.6% | +84.7% |
| 5Y | +80.5% | +33.0% | +47.5% | +41.3% |
| 10Y | +238.7% | +281.2% | -42.5% | +29.7% |
| All | +238.0% | +848.1% | -610.1% | -30.4% |
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