+188.7%
GD vs BLDR
+382.3%
-193.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.2% |
| 7D | -5.3% | -2.8% | -2.4% | -4.8% |
| 30D | -6.4% | -13.3% | +6.8% | -4.3% |
| 3M | +5.7% | -12.3% | +18.0% | +7.2% |
| 6M | -0.9% | -31.5% | +30.5% | +4.3% |
| YTD | +8.2% | -36.1% | +44.2% | +15.0% |
| 1Y | +13.4% | -54.1% | +67.5% | +27.4% |
| 3Y | +68.5% | -55.8% | +124.3% | +83.1% |
| 5Y | +97.2% | +20.7% | +76.4% | +65.9% |
| All | +188.7% | +382.3% | -193.7% | +72.4% |
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