+19.2%
GEHC vs BLDR
-50.7%
+69.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +0.8% | -3.0% | +3.8% | +1.5% |
| 30D | +21.3% | +20.1% | +1.2% | +15.5% |
| 3M | +12.6% | -17.5% | +30.1% | +17.3% |
| 6M | +34.3% | -16.1% | +50.4% | +37.5% |
| YTD | +1.4% | -41.0% | +42.4% | +13.1% |
| 1Y | +12.5% | -41.6% | +54.1% | +25.5% |
| 3Y | +19.2% | -50.8% | +70.0% | +27.4% |
| All | +19.2% | -50.7% | +69.9% | +27.4% |
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