+376.1%
GLW vs BLDR
+7.7%
+368.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.8% | -2.3% |
| 7D | +11.7% | -8.1% | +19.8% | +13.7% |
| 30D | +2.7% | -21.5% | +24.1% | +8.0% |
| 3M | -2.8% | -21.0% | +18.2% | +2.2% |
| 6M | +20.2% | -37.1% | +57.2% | +31.9% |
| YTD | +87.3% | -42.7% | +130.0% | +107.5% |
| 1Y | +119.6% | -58.0% | +177.5% | +159.2% |
| 3Y | +453.7% | -57.8% | +511.5% | +514.2% |
| 5Y | +376.1% | +10.3% | +365.8% | +258.3% |
| All | +376.1% | +7.7% | +368.3% | +258.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling