+30.4%
GSK vs BLDR
-52.1%
+82.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.2% |
| 7D | -1.8% | -2.8% | +1.0% | -1.5% |
| 30D | -2.2% | -13.3% | +11.1% | -0.7% |
| 3M | -1.8% | -12.3% | +10.4% | -0.7% |
| 6M | -10.6% | -31.5% | +20.9% | -6.6% |
| YTD | +4.4% | -36.1% | +40.5% | +9.4% |
| 1Y | +30.4% | -54.1% | +84.5% | +47.0% |
| All | +30.4% | -52.1% | +82.5% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling