+457.2%
GS vs BLK
+323.7%
+133.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +1.6% | +5.2% | -3.7% | -2.0% |
| 30D | +1.7% | +12.9% | -11.3% | -6.8% |
| 3M | -11.6% | +8.6% | -20.2% | -16.8% |
| 6M | -1.9% | +13.9% | -15.8% | -11.2% |
| YTD | +5.1% | +16.1% | -11.0% | -6.5% |
| 1Y | +16.4% | +15.3% | +1.1% | +4.0% |
| 3Y | +199.0% | +96.5% | +102.5% | +82.3% |
| 5Y | +157.4% | +43.8% | +113.6% | +91.5% |
| 10Y | +457.2% | +316.8% | +140.5% | +70.3% |
| All | +457.2% | +323.7% | +133.5% | +70.3% |
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