+200.1%
GDDY vs BLDR
+383.3%
-183.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.2% |
| 7D | -3.2% | -8.2% | +5.0% | -1.2% |
| 30D | +6.8% | -16.6% | +23.4% | +11.3% |
| 3M | +30.5% | -23.2% | +53.6% | +37.9% |
| 6M | +13.3% | -33.7% | +47.1% | +22.9% |
| YTD | -21.0% | -41.3% | +20.4% | -12.2% |
| 1Y | -34.0% | -58.8% | +24.8% | -20.5% |
| 3Y | +33.1% | -57.5% | +90.5% | +49.7% |
| 5Y | +30.3% | +12.9% | +17.4% | +6.7% |
| All | +200.1% | +383.3% | -183.3% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling