+49.7%
GSK vs BLDR
+13.4%
+36.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -3.6% | -2.7% | -0.9% | -3.4% |
| 30D | -5.9% | -14.7% | +8.8% | -4.7% |
| 3M | -4.3% | -20.8% | +16.6% | -2.7% |
| 6M | -10.8% | -35.3% | +24.5% | -8.0% |
| YTD | +1.8% | -40.3% | +42.1% | +5.5% |
| 1Y | +23.5% | -56.3% | +79.8% | +30.7% |
| 3Y | +49.5% | -56.1% | +105.7% | +56.3% |
| 5Y | +49.7% | +12.9% | +36.8% | +40.4% |
| All | +49.7% | +13.4% | +36.3% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling