+70.8%
GD vs BLDR
-55.3%
+126.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | -5.3% | -2.8% | -2.4% | -5.0% |
| 30D | -6.4% | -13.3% | +6.8% | -5.4% |
| 3M | +5.7% | -12.3% | +18.0% | +6.4% |
| 6M | -0.9% | -31.5% | +30.5% | +1.9% |
| YTD | +8.2% | -36.1% | +44.2% | +12.1% |
| 1Y | +13.4% | -54.1% | +67.5% | +21.0% |
| All | +70.8% | -55.3% | +126.1% | +82.4% |
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 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