+389.2%
BLDR vs GPC
+549.3%
-160.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.4% |
| 7D | -2.8% | +1.2% | -4.0% | -4.0% |
| 30D | -13.3% | +6.0% | -19.2% | -18.1% |
| 3M | -12.3% | +42.6% | -54.9% | -39.6% |
| 6M | -31.5% | +22.8% | -54.2% | -45.2% |
| YTD | -36.1% | +15.5% | -51.5% | -46.8% |
| 1Y | -54.1% | +2.0% | -56.1% | -56.5% |
| 3Y | -55.8% | -1.4% | -54.3% | -59.9% |
| 5Y | +20.7% | +30.6% | -9.9% | -20.9% |
| 10Y | +390.2% | +80.6% | +309.6% | +96.8% |
| All | +389.2% | +549.3% | -160.1% | -62.0% |
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