+5.8%
GD vs BLDR
-44.0%
+49.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.4% | -0.8% |
| 7D | +1.9% | -8.2% | +10.1% | +2.6% |
| 30D | +9.2% | +16.3% | -7.0% | +7.7% |
| 3M | -7.5% | -17.0% | +9.5% | -6.7% |
| 6M | +5.8% | -17.4% | +23.2% | +6.0% |
| YTD | +9.8% | -41.6% | +51.4% | +15.0% |
| 1Y | +5.8% | -43.5% | +49.3% | +11.0% |
| All | +5.8% | -44.0% | +49.8% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling