+213.3%
GLD vs BLDR
+359.8%
-146.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.1% | -1.6% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +0.3% | -16.2% | +16.5% | +0.8% |
| 3M | +0.6% | -14.4% | +15.0% | +0.9% |
| 6M | -15.6% | -32.8% | +17.2% | -14.9% |
| YTD | +0.9% | -39.2% | +40.0% | +1.9% |
| 1Y | +19.4% | -57.7% | +77.1% | +21.4% |
| 3Y | +124.5% | -55.3% | +179.7% | +127.2% |
| 5Y | +138.9% | +15.6% | +123.3% | +135.6% |
| 10Y | +213.3% | +359.8% | -146.5% | +217.0% |
| All | +213.3% | +359.8% | -146.5% | +217.0% |
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