+4,334.0%
GOOG vs BLDR
+361.3%
+3,972.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.6% | +1.2% |
| 7D | -2.5% | -8.1% | +5.6% | -1.4% |
| 30D | -3.6% | -21.5% | +17.9% | -0.4% |
| 3M | -6.4% | -21.0% | +14.5% | -3.8% |
| 6M | +7.8% | -37.1% | +44.8% | +14.1% |
| YTD | +5.5% | -42.7% | +48.2% | +12.7% |
| 1Y | +38.3% | -58.0% | +96.2% | +53.8% |
| 3Y | +143.1% | -57.8% | +200.9% | +162.9% |
| 5Y | +135.0% | +10.3% | +124.7% | +118.7% |
| 10Y | +778.1% | +367.3% | +410.8% | +538.9% |
| All | +4,334.0% | +361.3% | +3,972.7% | +2,310.9% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling