+206.1%
GLD vs BLDR
+479.0%
-272.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | -4.6% | -3.0% | -1.6% | -4.5% |
| 30D | -5.5% | +20.1% | -25.6% | -6.0% |
| 3M | -10.9% | -17.5% | +6.6% | -10.5% |
| 6M | -17.4% | -16.1% | -1.3% | -17.2% |
| YTD | -10.3% | -41.0% | +30.7% | -9.3% |
| 1Y | -7.2% | -41.6% | +34.4% | -6.1% |
| 3Y | +96.9% | -50.8% | +147.7% | +99.0% |
| 5Y | +103.8% | -10.8% | +114.5% | +101.7% |
| All | +206.1% | +479.0% | -272.9% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling