+643.2%
GEV vs BLDR
-70.0%
+713.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +4.1% |
| 7D | +8.1% | -0.3% | +8.4% | +8.1% |
| 30D | -1.9% | -16.2% | +14.3% | +1.4% |
| 3M | +4.1% | -14.4% | +18.5% | +6.7% |
| 6M | +23.2% | -32.8% | +56.0% | +32.1% |
| YTD | +48.9% | -39.2% | +88.1% | +61.2% |
| 1Y | +62.2% | -57.7% | +119.9% | +89.1% |
| All | +643.2% | -70.0% | +713.1% | +784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling