+143.8%
GOOGL vs BLDR
-56.4%
+200.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.1% |
| 7D | -1.9% | -2.7% | +0.8% | -1.6% |
| 30D | -7.5% | -14.7% | +7.3% | -5.9% |
| 3M | -9.2% | -20.8% | +11.7% | -7.2% |
| 6M | +8.1% | -35.3% | +43.4% | +12.2% |
| YTD | +5.8% | -40.3% | +46.2% | +10.4% |
| 1Y | +38.3% | -56.3% | +94.6% | +48.8% |
| All | +143.8% | -56.4% | +200.2% | +145.7% |
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 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