+53.9%
GD vs BLDR
-50.4%
+104.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.2% |
| 7D | -5.0% | -3.7% | -1.3% | -4.7% |
| 30D | +8.9% | +16.8% | -7.9% | +7.0% |
| 3M | -8.0% | -13.7% | +5.7% | -7.2% |
| 6M | +2.9% | -21.9% | +24.8% | +4.5% |
| YTD | +7.1% | -39.2% | +46.3% | +11.5% |
| 1Y | +5.9% | -42.6% | +48.6% | +10.9% |
| 3Y | +53.9% | -50.2% | +104.1% | +62.4% |
| All | +53.9% | -50.4% | +104.3% | +62.4% |
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