+47.4%
GSK vs BLDR
-55.5%
+102.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -2.3% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | -7.5% | -16.2% | +8.7% | -6.1% |
| 3M | -3.3% | -14.4% | +11.1% | -2.2% |
| 6M | -9.3% | -32.8% | +23.5% | -6.5% |
| YTD | +1.6% | -39.2% | +40.8% | +5.3% |
| 1Y | +25.5% | -57.7% | +83.2% | +33.3% |
| All | +47.4% | -55.5% | +102.9% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling