+1,298.0%
GS vs BLDR
+414.6%
+883.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.5% |
| 7D | +0.9% | -2.8% | +3.8% | +1.5% |
| 30D | -1.6% | -13.3% | +11.7% | +1.2% |
| 3M | -4.5% | -12.3% | +7.8% | -2.7% |
| 6M | +20.9% | -31.5% | +52.3% | +29.3% |
| YTD | +19.9% | -36.1% | +55.9% | +29.6% |
| 1Y | +41.4% | -54.1% | +95.5% | +62.8% |
| 3Y | +239.2% | -55.8% | +294.9% | +281.8% |
| 5Y | +185.0% | +20.7% | +164.3% | +152.4% |
| 10Y | +655.0% | +390.2% | +264.7% | +371.5% |
| All | +1,298.0% | +414.6% | +883.4% | +482.3% |
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 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