-25.2%
GIS vs BLDR
+7.7%
-32.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.8% |
| 7D | -8.4% | -8.1% | -0.3% | -7.9% |
| 30D | -5.2% | -21.5% | +16.3% | -3.8% |
| 3M | +8.2% | -21.0% | +29.1% | +9.4% |
| 6M | -12.0% | -37.1% | +25.0% | -10.0% |
| YTD | -18.9% | -42.7% | +23.8% | -16.6% |
| 1Y | -23.6% | -58.0% | +34.3% | -20.6% |
| 3Y | -37.6% | -57.8% | +20.2% | -35.7% |
| 5Y | -25.2% | +10.3% | -35.5% | -29.8% |
| All | -25.2% | +7.7% | -32.9% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling