+1,069.7%
GS vs BLDR
+412.4%
+657.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.8% | -0.6% | -5.2% |
| 7D | -6.3% | +3.9% | -10.2% | -7.2% |
| 30D | -3.1% | +16.5% | -19.7% | -6.7% |
| 3M | -17.7% | -13.7% | -4.0% | -15.7% |
| 6M | -4.6% | -12.2% | +7.6% | -3.4% |
| YTD | +0.3% | -36.3% | +36.6% | +7.9% |
| 1Y | +11.7% | -41.3% | +53.0% | +22.0% |
| 3Y | +183.6% | -48.3% | +231.9% | +208.3% |
| 5Y | +141.0% | -2.6% | +143.5% | +122.2% |
| 10Y | +507.4% | +616.6% | -109.2% | +252.5% |
| All | +1,069.7% | +412.4% | +657.3% | +385.0% |
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