+52.3%
GM vs BLDR
-52.1%
+104.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | 0.0% |
| 7D | +1.7% | -2.8% | +4.6% | +2.4% |
| 30D | -1.6% | -13.3% | +11.7% | +1.7% |
| 3M | +5.7% | -12.3% | +17.9% | +8.1% |
| 6M | +12.2% | -31.5% | +43.6% | +20.4% |
| YTD | +8.4% | -36.1% | +44.5% | +16.3% |
| 1Y | +52.3% | -54.1% | +106.4% | +73.7% |
| All | +52.3% | -52.1% | +104.4% | +73.7% |
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