+25.3%
GPN vs BLDR
+383.3%
-358.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | -4.6% | -8.2% | +3.6% | -2.0% |
| 30D | -0.3% | -16.6% | +16.4% | +5.4% |
| 3M | +35.4% | -23.2% | +58.6% | +45.7% |
| 6M | +21.7% | -33.7% | +55.4% | +36.3% |
| YTD | +14.9% | -41.3% | +56.2% | +32.6% |
| 1Y | +3.2% | -58.8% | +62.0% | +32.9% |
| 3Y | -27.1% | -57.5% | +30.3% | -12.2% |
| 5Y | -44.4% | +12.9% | -57.3% | -53.6% |
| All | +25.3% | +383.3% | -358.0% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling