+40.1%
GILD vs BLDR
-40.0%
+80.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.8% | +1.8% | -3.3% |
| 7D | +1.2% | +3.9% | -2.7% | +0.9% |
| 30D | +16.2% | +16.5% | -0.3% | +14.5% |
| 3M | +27.9% | -13.7% | +41.6% | +28.3% |
| 6M | +27.1% | -12.2% | +39.2% | +27.0% |
| YTD | +39.0% | -36.3% | +75.3% | +38.1% |
| 1Y | +40.1% | -41.3% | +81.4% | +40.6% |
| All | +40.1% | -40.0% | +80.1% | +40.6% |
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