+6.7%
BLDR vs GGLL
+188.6%
-182.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.7% |
| 7D | -3.7% | +3.1% | -6.7% | -4.0% |
| 30D | +16.8% | -36.3% | +53.1% | +22.9% |
| 3M | -13.7% | -40.4% | +26.6% | -8.5% |
| 6M | -21.9% | -54.6% | +32.8% | -14.1% |
| YTD | -39.2% | -31.1% | -8.1% | -38.3% |
| 1Y | -42.6% | -19.2% | -23.5% | -43.6% |
| 3Y | -50.2% | +151.5% | -201.7% | -65.0% |
| All | +6.7% | +188.6% | -182.0% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling