-55.3%
BLDR vs GAP
+113.8%
-169.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -0.3% | +1.7% | -2.1% | -0.8% |
| 30D | -16.2% | +9.3% | -25.5% | -18.6% |
| 3M | -14.4% | +6.1% | -20.5% | -16.2% |
| 6M | -32.8% | -2.3% | -30.5% | -33.0% |
| YTD | -39.2% | -10.6% | -28.6% | -38.2% |
| 1Y | -57.7% | -4.4% | -53.2% | -57.8% |
| 3Y | -55.3% | +118.3% | -173.6% | -62.7% |
| All | -55.3% | +113.8% | -169.0% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling