+248.5%
GLDM vs BLDR
+259.5%
-11.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | -0.5% | -2.8% | +2.3% | -0.4% |
| 30D | +4.4% | -13.3% | +17.7% | +4.8% |
| 3M | -1.1% | -12.3% | +11.2% | -0.8% |
| 6M | -13.7% | -31.5% | +17.8% | -12.9% |
| YTD | +2.8% | -36.1% | +38.8% | +3.8% |
| 1Y | +24.8% | -54.1% | +78.9% | +27.0% |
| 3Y | +127.8% | -55.8% | +183.6% | +131.0% |
| 5Y | +141.1% | +20.7% | +120.4% | +136.2% |
| All | +248.5% | +259.5% | -11.0% | +233.6% |
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