+219.4%
GLDM vs BLDR
+241.7%
-22.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | +4.7% | -3.7% | +8.3% | +4.8% |
| 30D | -0.9% | +16.8% | -17.7% | -1.4% |
| 3M | -4.3% | -13.7% | +9.4% | -4.0% |
| 6M | -13.4% | -21.9% | +8.5% | -12.9% |
| YTD | -5.8% | -39.2% | +33.4% | -4.8% |
| 1Y | +2.1% | -42.6% | +44.7% | +3.3% |
| 3Y | +105.0% | -50.2% | +155.2% | +107.1% |
| 5Y | +122.5% | -7.0% | +129.5% | +119.4% |
| All | +219.4% | +241.7% | -22.4% | +206.0% |
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