+356.5%
BLDR vs GFI
+663.5%
-307.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -2.7% | +4.7% | -7.4% | -3.4% |
| 30D | -14.7% | +14.4% | -29.1% | -16.7% |
| 3M | -20.8% | +32.5% | -53.3% | -24.7% |
| 6M | -35.3% | -7.2% | -28.2% | -35.1% |
| YTD | -40.3% | +10.9% | -51.2% | -42.3% |
| 1Y | -56.3% | +35.5% | -91.8% | -59.5% |
| 3Y | -56.1% | +312.1% | -368.2% | -67.5% |
| 5Y | +12.9% | +524.6% | -511.7% | -25.4% |
| 10Y | +386.5% | +1,092.7% | -706.3% | +149.4% |
| All | +356.5% | +663.5% | -307.0% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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