-37.1%
BLDR vs GWRE
-14.1%
-23.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.9% |
| 7D | -8.1% | -30.9% | +22.8% | -8.2% |
| 30D | -21.5% | -20.7% | -0.8% | -21.6% |
| 3M | -21.0% | +20.2% | -41.1% | -19.8% |
| 6M | -37.1% | -11.9% | -25.2% | -36.5% |
| All | -37.1% | -14.1% | -23.0% | -36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling