+632.4%
GEV vs BLDR
-71.0%
+703.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.1% |
| 7D | +1.6% | -8.2% | +9.9% | +3.3% |
| 30D | -7.9% | -16.6% | +8.7% | -4.7% |
| 3M | +5.6% | -23.2% | +28.8% | +10.8% |
| 6M | +13.1% | -33.7% | +46.8% | +21.6% |
| YTD | +46.7% | -41.3% | +88.1% | +60.1% |
| 1Y | +51.3% | -58.8% | +110.1% | +77.5% |
| All | +632.4% | -71.0% | +703.5% | +778.5% |
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