+927.5%
GD vs BLDR
+414.6%
+512.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.1% |
| 7D | -5.3% | -2.8% | -2.4% | -4.9% |
| 30D | -6.4% | -13.3% | +6.8% | -4.9% |
| 3M | +5.7% | -12.3% | +18.0% | +6.8% |
| 6M | -0.9% | -31.5% | +30.5% | +2.7% |
| YTD | +8.2% | -36.1% | +44.2% | +12.9% |
| 1Y | +13.4% | -54.1% | +67.5% | +22.9% |
| 3Y | +68.5% | -55.8% | +124.3% | +79.1% |
| 5Y | +97.2% | +20.7% | +76.4% | +81.1% |
| 10Y | +190.2% | +390.2% | -200.0% | +115.5% |
| All | +927.5% | +414.6% | +512.8% | +501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling