-50.6%
GME vs BLDR
-11.9%
-38.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +2.9% | -3.0% | +5.9% | +3.9% |
| 30D | -4.8% | +20.1% | -24.9% | -11.5% |
| 3M | +39.2% | -17.5% | +56.7% | +46.7% |
| 6M | +17.1% | -16.1% | +33.2% | +19.4% |
| YTD | +28.7% | -41.0% | +69.8% | +47.5% |
| 1Y | +23.3% | -41.6% | +64.9% | +41.0% |
| 3Y | +112.9% | -50.8% | +163.8% | +128.0% |
| All | -50.6% | -11.9% | -38.6% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling