+212.2%
GLD vs BLDR
+602.6%
-390.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +1.7% |
| 7D | +4.9% | -2.7% | +7.7% | +5.0% |
| 30D | -1.3% | +24.8% | -26.1% | -2.0% |
| 3M | -4.8% | -11.7% | +6.9% | -4.5% |
| 6M | -12.5% | -14.8% | +2.3% | -12.3% |
| YTD | -4.2% | -35.9% | +31.6% | -3.4% |
| 1Y | +3.0% | -39.7% | +42.8% | +4.0% |
| 3Y | +109.1% | -45.6% | +154.7% | +110.6% |
| 5Y | +121.6% | -2.5% | +124.1% | +118.9% |
| 10Y | +212.2% | +597.4% | -385.1% | +217.8% |
| All | +212.2% | +602.6% | -390.3% | +217.8% |
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 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