+47.1%
GM vs BLDR
-57.4%
+104.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.2% |
| 7D | -2.4% | -8.2% | +5.8% | -0.4% |
| 30D | -1.1% | -16.6% | +15.5% | +3.2% |
| 3M | +6.1% | -23.2% | +29.3% | +12.3% |
| 6M | +15.0% | -33.7% | +48.7% | +24.8% |
| YTD | +6.0% | -41.3% | +47.3% | +15.9% |
| 1Y | +47.1% | -58.8% | +105.9% | +68.9% |
| All | +47.1% | -57.4% | +104.5% | +68.9% |
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