+602.2%
GME vs BLDR
+414.6%
+187.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | +7.2% | -2.8% | +10.1% | +7.7% |
| 30D | +0.8% | -13.3% | +14.1% | +3.3% |
| 3M | -14.0% | -12.3% | -1.7% | -12.8% |
| 6M | -19.7% | -31.5% | +11.7% | -15.2% |
| YTD | -4.6% | -36.1% | +31.5% | +1.5% |
| 1Y | -14.3% | -54.1% | +39.7% | -3.4% |
| 3Y | +4.0% | -55.8% | +59.8% | +15.0% |
| 5Y | -62.2% | +20.7% | -82.9% | -65.0% |
| 10Y | +241.4% | +390.2% | -148.9% | +134.1% |
| All | +602.2% | +414.6% | +187.6% | +207.0% |
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