+225.3%
GLDM vs BLDR
+260.5%
-35.1%
-28.0%
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 | +5.0% | -2.7% | +7.7% | +5.0% |
| 30D | -1.3% | +24.8% | -26.1% | -2.1% |
| 3M | -4.7% | -11.7% | +7.0% | -4.4% |
| 6M | -12.4% | -14.8% | +2.4% | -12.2% |
| YTD | -4.1% | -35.9% | +31.8% | -3.2% |
| 1Y | +3.3% | -39.7% | +43.1% | +4.4% |
| 3Y | +110.9% | -45.6% | +156.5% | +112.5% |
| 5Y | +124.8% | -2.5% | +127.3% | +121.3% |
| All | +225.3% | +260.5% | -35.1% | +211.1% |
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 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