+206.7%
GIS vs BLDR
+414.6%
-207.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.6% |
| 7D | -7.8% | -2.8% | -5.0% | -7.7% |
| 30D | +6.6% | -13.3% | +19.8% | +7.3% |
| 3M | +21.0% | -12.3% | +33.2% | +21.6% |
| 6M | -9.1% | -31.5% | +22.4% | -7.6% |
| YTD | -13.6% | -36.1% | +22.4% | -12.0% |
| 1Y | -18.0% | -54.1% | +36.1% | -15.2% |
| 3Y | -33.7% | -55.8% | +22.1% | -31.9% |
| 5Y | -19.4% | +20.7% | -40.2% | -22.1% |
| 10Y | -21.3% | +390.2% | -411.5% | -30.9% |
| All | +206.7% | +414.6% | -207.9% | +123.1% |
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