+170.5%
GM vs BLDR
-57.1%
+227.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.2% |
| 7D | -2.4% | -8.2% | +5.8% | -0.2% |
| 30D | -1.1% | -16.6% | +15.5% | +3.6% |
| 3M | +6.1% | -23.2% | +29.3% | +12.8% |
| 6M | +15.0% | -33.7% | +48.7% | +26.6% |
| YTD | +6.0% | -41.3% | +47.3% | +19.4% |
| 1Y | +47.1% | -58.8% | +105.9% | +82.5% |
| 3Y | +170.5% | -57.5% | +227.9% | +205.7% |
| All | +170.5% | -57.1% | +227.6% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling