+867.9%
GLW vs BLDR
+357.1%
+510.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.0% |
| 7D | +16.9% | -2.7% | +19.6% | +17.6% |
| 30D | +7.0% | -14.7% | +21.7% | +11.1% |
| 3M | -3.0% | -20.8% | +17.9% | +2.7% |
| 6M | +31.0% | -35.3% | +66.3% | +45.6% |
| YTD | +93.4% | -40.3% | +133.7% | +117.2% |
| 1Y | +134.7% | -56.3% | +191.0% | +185.1% |
| 3Y | +471.8% | -56.1% | +527.9% | +552.4% |
| 5Y | +394.5% | +12.9% | +381.5% | +300.5% |
| 10Y | +867.9% | +386.5% | +481.5% | +357.6% |
| All | +867.9% | +357.1% | +510.8% | +357.6% |
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 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