+20.1%
GSK vs BLDR
-57.4%
+77.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | -3.5% | -8.2% | +4.7% | -2.6% |
| 30D | -3.4% | -16.6% | +13.2% | -1.5% |
| 3M | -8.1% | -23.2% | +15.0% | -5.5% |
| 6M | -11.1% | -33.7% | +22.6% | -6.8% |
| YTD | +0.7% | -41.3% | +42.1% | +6.5% |
| 1Y | +20.1% | -58.8% | +79.0% | +38.8% |
| All | +20.1% | -57.4% | +77.5% | +38.8% |
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