+204.3%
GLDM vs BLDR
+228.5%
-24.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.7% |
| 7D | -5.5% | -8.2% | +2.7% | -5.2% |
| 30D | -7.0% | +16.3% | -23.3% | -7.5% |
| 3M | -12.3% | -17.0% | +4.7% | -11.8% |
| 6M | -17.9% | -17.4% | -0.5% | -17.6% |
| YTD | -10.3% | -41.6% | +31.3% | -9.2% |
| 1Y | -7.8% | -43.5% | +35.7% | -6.6% |
| 3Y | +99.5% | -51.6% | +151.1% | +101.8% |
| 5Y | +106.5% | -11.6% | +118.1% | +103.9% |
| All | +204.3% | +228.5% | -24.3% | +191.9% |
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