+365.0%
BLDR vs GPC
+477.5%
-112.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -3.2% |
| 7D | -3.7% | +1.6% | -5.2% | -4.9% |
| 30D | +16.8% | -2.1% | +18.9% | +19.2% |
| 3M | -13.7% | -6.8% | -6.9% | -7.3% |
| 6M | -21.9% | +18.6% | -40.4% | -35.1% |
| YTD | -39.2% | +2.7% | -41.9% | -43.1% |
| 1Y | -42.6% | +1.8% | -44.4% | -45.8% |
| 3Y | -50.2% | +1.1% | -51.3% | -55.9% |
| 5Y | -7.0% | +4.1% | -11.1% | -22.1% |
| 10Y | +584.2% | +88.2% | +496.0% | +150.5% |
| All | +365.0% | +477.5% | -112.4% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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