+656.2%
GS vs BLK
+278.9%
+377.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +1.2% |
| 7D | +3.4% | -2.4% | +5.8% | +5.2% |
| 30D | +0.2% | -3.1% | +3.3% | +2.4% |
| 3M | -0.3% | +10.7% | -11.0% | -7.9% |
| 6M | +27.4% | +15.9% | +11.5% | +13.6% |
| YTD | +19.6% | +4.0% | +15.6% | +15.1% |
| 1Y | +42.5% | +1.3% | +41.2% | +39.3% |
| 3Y | +240.4% | +69.6% | +170.9% | +130.3% |
| 5Y | +188.9% | +33.8% | +155.1% | +125.7% |
| All | +656.2% | +278.9% | +377.2% | +136.8% |
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