-55.2%
GLXY vs BLDR
-38.1%
-17.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +9.3% | -26.3% | -17.9% |
| 7D | -26.8% | +24.4% | -51.2% | -30.4% |
| 30D | -38.3% | +24.9% | -63.3% | -41.6% |
| 3M | -36.9% | -7.8% | -29.1% | -34.9% |
| 6M | -52.1% | -5.8% | -46.3% | -51.4% |
| YTD | -37.5% | -32.5% | -5.1% | -32.4% |
| 1Y | -55.2% | -36.7% | -18.5% | -50.5% |
| All | -55.2% | -38.1% | -17.1% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling