+37.4%
GILD vs BLDR
-52.1%
+89.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.3% |
| 7D | +3.7% | -2.8% | +6.5% | +3.8% |
| 30D | +14.6% | -13.3% | +27.9% | +15.6% |
| 3M | +17.7% | -12.3% | +29.9% | +18.3% |
| 6M | +3.1% | -31.5% | +34.6% | +5.0% |
| YTD | +24.5% | -36.1% | +60.6% | +25.9% |
| 1Y | +37.4% | -54.1% | +91.5% | +46.9% |
| All | +37.4% | -52.1% | +89.5% | +46.9% |
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