+16.9%
GME vs BLDR
-56.4%
+73.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +5.6% |
| 7D | +4.8% | -2.7% | +7.5% | +5.3% |
| 30D | +5.9% | -14.7% | +20.6% | +8.6% |
| 3M | -10.7% | -20.8% | +10.1% | -7.8% |
| 6M | -19.8% | -35.3% | +15.5% | -14.0% |
| YTD | -0.9% | -40.3% | +39.4% | +7.0% |
| 1Y | -15.7% | -56.3% | +40.6% | -2.0% |
| All | +16.9% | -56.4% | +73.2% | +37.6% |
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