-54.8%
GTLB vs BLDR
+5.9%
-60.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.8% |
| 7D | -5.7% | -8.2% | +2.5% | -1.7% |
| 30D | +15.1% | -16.6% | +31.8% | +25.5% |
| 3M | +65.5% | -23.2% | +88.6% | +84.4% |
| 6M | +102.9% | -33.7% | +136.6% | +137.8% |
| YTD | +25.2% | -41.3% | +66.5% | +53.3% |
| 1Y | -5.5% | -58.8% | +53.3% | +41.2% |
| 3Y | -10.9% | -57.5% | +46.6% | +10.7% |
| All | -54.8% | +5.9% | -60.7% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling