+17.5%
GFS vs BLDR
-39.9%
+57.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.5% | -0.6% | +4.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.8% |
| 30D | -16.0% | +24.8% | -40.8% | -19.1% |
| 3M | -24.7% | -11.7% | -13.0% | -22.3% |
| 6M | -45.1% | -14.8% | -30.4% | -43.3% |
| YTD | +16.5% | -35.9% | +52.3% | +20.6% |
| All | +17.5% | -39.9% | +57.4% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling