-38.1%
GLXY vs BLDR
-47.0%
+8.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.9% | -2.1% |
| 7D | -16.2% | -1.1% | -15.1% | -16.2% |
| 30D | -30.6% | +19.1% | -49.7% | -34.6% |
| 3M | -27.7% | -12.6% | -15.1% | -26.0% |
| 6M | -53.3% | -18.7% | -34.6% | -51.6% |
| YTD | -36.9% | -38.8% | +1.9% | -30.7% |
| 1Y | -55.6% | -41.2% | -14.4% | -50.7% |
| All | -38.1% | -47.0% | +8.9% | -29.4% |
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 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