+847.4%
GME vs BLDR
+374.7%
+472.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +2.9% | -3.0% | +5.9% | +3.4% |
| 30D | -4.8% | +20.1% | -24.9% | -8.4% |
| 3M | +39.2% | -17.5% | +56.7% | +43.1% |
| 6M | +17.1% | -16.1% | +33.2% | +18.7% |
| YTD | +28.7% | -41.0% | +69.8% | +38.1% |
| 1Y | +23.3% | -41.6% | +64.9% | +32.3% |
| 3Y | +112.9% | -50.8% | +163.8% | +130.2% |
| 5Y | -48.8% | -10.8% | -38.1% | -50.4% |
| 10Y | +478.2% | +486.3% | -8.1% | +285.4% |
| All | +847.4% | +374.7% | +472.7% | +317.7% |
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 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