+7.3%
BLDR vs GGLL
+194.0%
-186.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.5% |
| 7D | -1.1% | +5.1% | -6.2% | -1.6% |
| 30D | +19.1% | -35.5% | +54.6% | +25.2% |
| 3M | -12.6% | -39.2% | +26.6% | -7.5% |
| 6M | -18.7% | -54.4% | +35.7% | -10.6% |
| YTD | -38.8% | -29.8% | -9.0% | -38.1% |
| 1Y | -41.2% | -20.4% | -20.8% | -42.0% |
| 3Y | -49.4% | +149.7% | -199.1% | -64.2% |
| All | +7.3% | +194.0% | -186.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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