+157.4%
GS vs BLDR
-6.1%
+163.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.5% |
| 7D | +1.6% | -1.1% | +2.6% | +1.8% |
| 30D | +1.7% | +19.1% | -17.4% | -3.0% |
| 3M | -11.6% | -12.6% | +1.0% | -9.4% |
| 6M | -1.9% | -18.7% | +16.8% | +1.3% |
| YTD | +5.1% | -38.8% | +43.9% | +15.5% |
| 1Y | +16.4% | -41.2% | +57.6% | +28.9% |
| 3Y | +199.0% | -49.4% | +248.3% | +226.2% |
| 5Y | +157.4% | -6.0% | +163.4% | +111.3% |
| All | +157.4% | -6.1% | +163.5% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling