+2,040.4%
GS vs BLK
+14,201.7%
-12,161.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.8% |
| 7D | -3.2% | +2.7% | -5.9% | -4.7% |
| 30D | -2.4% | +10.2% | -12.6% | -7.8% |
| 3M | -15.7% | +4.9% | -20.7% | -18.1% |
| 6M | -6.8% | +11.0% | -17.8% | -12.6% |
| YTD | -0.1% | +11.9% | -12.0% | -6.9% |
| 1Y | +12.1% | +12.6% | -0.5% | +4.0% |
| 3Y | +185.8% | +92.9% | +92.8% | +95.1% |
| 5Y | +140.1% | +39.3% | +100.7% | +93.8% |
| 10Y | +505.2% | +335.9% | +169.3% | +155.7% |
| All | +2,040.4% | +14,201.7% | -12,161.3% | +136.5% |
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