+514.9%
GEV vs BLDR
-70.9%
+585.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | +3.7% | -3.0% | +6.7% | +4.3% |
| 30D | -14.7% | +20.1% | -34.8% | -18.3% |
| 3M | -23.4% | -17.5% | -5.9% | -21.0% |
| 6M | -24.3% | -16.1% | -8.2% | -22.6% |
| YTD | +23.2% | -41.0% | +64.2% | +33.4% |
| 1Y | +44.2% | -41.6% | +85.8% | +56.3% |
| All | +514.9% | -70.9% | +585.7% | +632.1% |
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