+478.6%
BLDR vs GAP
+2.4%
+476.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.1% |
| 7D | -8.2% | -5.2% | -3.0% | -6.3% |
| 30D | +16.3% | -6.9% | +23.2% | +19.8% |
| 3M | -17.0% | +5.7% | -22.7% | -19.0% |
| 6M | -17.4% | +0.9% | -18.3% | -18.7% |
| YTD | -41.6% | -14.5% | -27.1% | -39.4% |
| 1Y | -43.5% | -12.1% | -31.4% | -42.0% |
| 3Y | -51.6% | +72.2% | -123.8% | -65.8% |
| 5Y | -11.6% | +4.5% | -16.1% | -30.0% |
| All | +478.6% | +2.4% | +476.3% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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