-2.7%
GFS vs BLDR
+9.2%
-11.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +1.5% |
| 7D | +2.6% | -0.3% | +3.0% | +2.7% |
| 30D | -16.4% | -16.2% | -0.2% | -11.0% |
| 3M | -41.6% | -14.4% | -27.2% | -39.1% |
| 6M | -3.7% | -32.8% | +29.1% | +9.4% |
| YTD | +29.3% | -39.2% | +68.5% | +50.0% |
| 1Y | +37.1% | -57.7% | +94.8% | +83.3% |
| 3Y | -22.1% | -55.3% | +33.1% | -8.3% |
| All | -2.7% | +9.2% | -11.8% | -34.0% |
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