+12.8%
BLDR vs GWRE
+15.1%
-2.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -8.2% | -13.2% | +5.0% | -4.5% |
| 30D | -16.6% | -18.6% | +2.0% | -13.0% |
| 3M | -23.2% | +18.9% | -42.1% | -29.2% |
| 6M | -33.7% | -11.0% | -22.8% | -34.5% |
| YTD | -41.3% | -29.9% | -11.4% | -36.8% |
| 1Y | -58.8% | -44.3% | -14.5% | -51.2% |
| 3Y | -57.5% | +51.7% | -109.1% | -71.6% |
| All | +12.8% | +15.1% | -2.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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