+356.1%
GLW vs BLDR
-47.3%
+403.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.5% | +3.8% | +8.3% |
| 7D | -5.9% | -2.7% | -3.2% | -5.5% |
| 30D | -26.0% | +24.8% | -50.8% | -29.2% |
| 3M | -29.9% | -11.7% | -18.2% | -28.5% |
| 6M | -37.8% | -14.8% | -23.0% | -36.1% |
| YTD | +33.1% | -35.9% | +69.0% | +40.9% |
| 1Y | +36.8% | -39.7% | +76.5% | +46.0% |
| 3Y | +356.1% | -45.6% | +401.7% | +369.4% |
| All | +356.1% | -47.3% | +403.4% | +369.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling