+54.9%
GD vs BLDR
-48.1%
+102.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.8% | +3.4% | -1.8% |
| 7D | -3.9% | +3.9% | -7.8% | -4.4% |
| 30D | +8.1% | +16.5% | -8.4% | +6.2% |
| 3M | -6.8% | -13.7% | +6.9% | -5.9% |
| 6M | +3.0% | -12.2% | +15.2% | +3.3% |
| YTD | +7.8% | -36.3% | +44.1% | +11.7% |
| 1Y | +5.8% | -41.3% | +47.1% | +10.5% |
| All | +54.9% | -48.1% | +102.9% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling