+1,125.2%
GS vs BLDR
+392.3%
+732.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.4% |
| 7D | +1.6% | -1.1% | +2.6% | +1.8% |
| 30D | +1.7% | +19.1% | -17.4% | -2.5% |
| 3M | -11.6% | -12.6% | +1.0% | -9.8% |
| 6M | -1.9% | -18.7% | +16.8% | +0.9% |
| YTD | +5.1% | -38.8% | +43.9% | +13.9% |
| 1Y | +16.4% | -41.2% | +57.6% | +27.0% |
| 3Y | +199.0% | -49.4% | +248.3% | +226.3% |
| 5Y | +157.4% | -6.0% | +163.4% | +139.1% |
| 10Y | +457.2% | +523.1% | -65.8% | +232.0% |
| All | +1,125.2% | +392.3% | +732.9% | +412.1% |
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