+33.1%
GDDY vs BLDR
-57.1%
+90.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.5% |
| 7D | -3.2% | -8.2% | +5.0% | -2.1% |
| 30D | +6.8% | -16.6% | +23.4% | +9.3% |
| 3M | +30.5% | -23.2% | +53.6% | +34.4% |
| 6M | +13.3% | -33.7% | +47.1% | +18.5% |
| YTD | -21.0% | -41.3% | +20.4% | -16.2% |
| 1Y | -34.0% | -58.8% | +24.8% | -27.6% |
| 3Y | +33.1% | -57.5% | +90.5% | +32.4% |
| All | +33.1% | -57.1% | +90.2% | +32.4% |
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