-55.4%
GTLB vs BLDR
+7.7%
-63.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.8% |
| 7D | -6.6% | -2.7% | -3.9% | -5.3% |
| 30D | +13.7% | -14.7% | +28.5% | +22.8% |
| 3M | +52.9% | -20.8% | +73.7% | +67.9% |
| 6M | +88.5% | -35.3% | +123.8% | +124.6% |
| YTD | +23.4% | -40.3% | +63.8% | +50.1% |
| 1Y | -3.8% | -56.3% | +52.5% | +38.9% |
| 3Y | -11.5% | -56.1% | +44.6% | +7.8% |
| All | -55.4% | +7.7% | -63.1% | -75.0% |
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