+230.7%
GM vs BLDR
+2,924.1%
-2,693.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.9% |
| 7D | -1.1% | -2.7% | +1.6% | -0.4% |
| 30D | -4.6% | -14.7% | +10.1% | -0.6% |
| 3M | +0.2% | -20.8% | +21.0% | +5.6% |
| 6M | +12.6% | -35.3% | +48.0% | +24.9% |
| YTD | +3.7% | -40.3% | +44.0% | +16.6% |
| 1Y | +45.6% | -56.3% | +101.9% | +77.3% |
| 3Y | +162.0% | -56.1% | +218.1% | +206.1% |
| 5Y | +80.5% | +12.9% | +67.6% | +60.4% |
| 10Y | +231.3% | +386.5% | -155.1% | +97.8% |
| All | +230.7% | +2,924.1% | -2,693.4% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling