+13,193.3%
GOOGL vs BLK
+2,676.1%
+10,517.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -1.4% |
| 7D | -1.9% | -2.7% | +0.8% | -0.7% |
| 30D | -7.5% | -4.8% | -2.7% | -5.6% |
| 3M | -9.2% | +6.5% | -15.6% | -11.8% |
| 6M | +8.1% | +13.2% | -5.1% | +2.3% |
| YTD | +5.8% | +1.8% | +4.0% | +4.2% |
| 1Y | +38.3% | -1.0% | +39.3% | +37.5% |
| 3Y | +144.8% | +66.0% | +78.8% | +93.1% |
| 5Y | +132.5% | +31.2% | +101.3% | +100.8% |
| 10Y | +746.7% | +278.5% | +468.2% | +373.6% |
| All | +13,193.3% | +2,676.1% | +10,517.2% | +4,939.0% |
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