+185.8%
GS vs BLK
+91.9%
+93.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.9% |
| 7D | -3.2% | +2.7% | -5.9% | -5.1% |
| 30D | -2.4% | +10.2% | -12.6% | -9.5% |
| 3M | -15.7% | +4.9% | -20.7% | -18.9% |
| 6M | -6.8% | +11.0% | -17.8% | -14.6% |
| YTD | -0.1% | +11.9% | -12.0% | -9.6% |
| 1Y | +12.1% | +12.6% | -0.5% | +0.9% |
| 3Y | +185.8% | +92.9% | +92.8% | +66.0% |
| All | +185.8% | +91.9% | +93.8% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling