+185.7%
GS vs BLK
+35.1%
+150.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +0.9% | -3.6% | +4.6% | +3.5% |
| 30D | -1.6% | -1.0% | -0.6% | -1.0% |
| 3M | -4.5% | +10.4% | -14.8% | -11.2% |
| 6M | +20.9% | +8.2% | +12.7% | +13.5% |
| YTD | +19.9% | +6.0% | +13.9% | +14.1% |
| 1Y | +41.4% | +3.3% | +38.1% | +36.6% |
| 3Y | +239.2% | +70.3% | +168.9% | +135.9% |
| All | +185.7% | +35.1% | +150.7% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling