+0.8%
GEHC vs BLDR
-55.5%
+56.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -1.8% |
| 7D | -5.2% | -0.3% | -4.8% | -5.1% |
| 30D | -7.0% | -16.2% | +9.3% | -2.8% |
| 3M | +3.3% | -14.4% | +17.7% | +6.1% |
| 6M | -10.0% | -32.8% | +22.8% | -1.4% |
| YTD | -18.5% | -39.2% | +20.7% | -9.0% |
| 1Y | -14.4% | -57.7% | +43.3% | +5.1% |
| All | +0.8% | -55.5% | +56.3% | +13.2% |
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