-2.4%
GFS vs BLDR
+14.8%
-17.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.6% |
| 7D | +1.0% | -2.8% | +3.9% | +2.0% |
| 30D | -8.6% | -13.3% | +4.7% | -3.9% |
| 3M | -46.5% | -12.3% | -34.3% | -44.7% |
| 6M | -4.8% | -31.5% | +26.6% | +7.5% |
| YTD | +29.7% | -36.1% | +65.7% | +47.7% |
| 1Y | +35.8% | -54.1% | +89.9% | +75.9% |
| 3Y | -18.3% | -55.8% | +37.4% | -2.8% |
| All | -2.4% | +14.8% | -17.2% | -35.0% |
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 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