-16.3%
GME vs BLDR
-58.4%
+42.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.5% | +2.6% |
| 7D | +6.0% | -8.1% | +14.2% | +6.1% |
| 30D | +8.3% | -21.5% | +29.8% | +8.8% |
| 3M | -9.1% | -21.0% | +11.9% | -8.4% |
| 6M | -16.3% | -37.1% | +20.7% | -14.9% |
| YTD | +1.5% | -42.7% | +44.2% | +2.9% |
| 1Y | -16.3% | -58.0% | +41.6% | -11.2% |
| All | -16.3% | -58.4% | +42.1% | -11.2% |
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