+757.4%
GLD vs BLDR
+389.2%
+368.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | +4.7% | -3.7% | +8.4% | +4.7% |
| 30D | -0.9% | +16.8% | -17.7% | -1.1% |
| 3M | -4.4% | -13.7% | +9.3% | -4.3% |
| 6M | -13.6% | -21.9% | +8.3% | -13.4% |
| YTD | -6.0% | -39.2% | +33.2% | -5.7% |
| 1Y | +1.8% | -42.6% | +44.4% | +2.2% |
| 3Y | +103.2% | -50.2% | +153.4% | +103.9% |
| 5Y | +119.3% | -7.0% | +126.3% | +118.8% |
| 10Y | +199.5% | +584.2% | -384.8% | +195.0% |
| All | +757.4% | +389.2% | +368.1% | +773.6% |
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