+174.0%
GD vs BLDR
+554.2%
-380.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.3% |
| 7D | -1.9% | -1.1% | -0.8% | -1.9% |
| 30D | +10.9% | +19.1% | -8.2% | +7.2% |
| 3M | -6.8% | -12.6% | +5.8% | -5.3% |
| 6M | +7.0% | -18.7% | +25.7% | +9.2% |
| YTD | +11.1% | -38.8% | +50.0% | +18.4% |
| 1Y | +7.0% | -41.2% | +48.3% | +14.6% |
| 3Y | +59.9% | -49.4% | +109.3% | +68.8% |
| 5Y | +102.5% | -6.0% | +108.4% | +79.0% |
| 10Y | +174.0% | +523.1% | -349.0% | +66.4% |
| All | +174.0% | +554.2% | -380.1% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling