+12.6%
GTLB vs BLDR
-38.1%
+50.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | 0.0% |
| 7D | -9.7% | +24.4% | -34.0% | -9.8% |
| 30D | +1.7% | +24.9% | -23.2% | +1.4% |
| 3M | +43.6% | -7.8% | +51.3% | +44.2% |
| 6M | +113.0% | -5.8% | +118.7% | +113.2% |
| YTD | +39.5% | -32.5% | +72.0% | +39.9% |
| 1Y | +12.6% | -36.7% | +49.3% | +12.3% |
| All | +12.6% | -38.1% | +50.7% | +12.3% |
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