+7.7%
GEHC vs BLDR
-11.1%
+18.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.4% |
| 7D | -7.9% | -8.1% | +0.3% | -5.9% |
| 30D | -11.7% | -21.5% | +9.8% | -6.3% |
| 3M | +0.8% | -21.0% | +21.8% | +5.6% |
| 6M | -11.6% | -37.1% | +25.5% | -1.9% |
| YTD | -21.6% | -42.7% | +21.1% | -11.5% |
| 1Y | -15.3% | -58.0% | +42.7% | +3.3% |
| 3Y | -0.5% | -57.8% | +57.3% | +13.8% |
| All | +7.7% | -11.1% | +18.8% | -2.6% |
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