+3.5%
BLDR vs GGLL
+210.8%
-207.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | -3.0% | +7.7% | -10.6% | -3.9% |
| 30D | +20.1% | -30.2% | +50.3% | +24.8% |
| 3M | -17.5% | -31.3% | +13.8% | -14.2% |
| 6M | -16.1% | -52.1% | +36.0% | -8.3% |
| YTD | -41.0% | -25.9% | -15.2% | -40.8% |
| 1Y | -41.6% | -8.5% | -33.1% | -43.6% |
| 3Y | -50.8% | +165.5% | -216.4% | -65.6% |
| All | +3.5% | +210.8% | -207.3% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling