-54.6%
GTLB vs BLDR
+9.8%
-64.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.9% | -0.5% | -3.0% |
| 7D | +4.6% | -0.3% | +4.9% | +4.8% |
| 30D | +21.0% | -16.2% | +37.2% | +31.6% |
| 3M | +51.7% | -14.4% | +66.1% | +59.7% |
| 6M | +89.3% | -32.8% | +122.1% | +120.8% |
| YTD | +25.6% | -39.2% | +64.8% | +51.3% |
| 1Y | -1.5% | -57.7% | +56.1% | +45.3% |
| 3Y | -9.9% | -55.3% | +45.3% | +8.7% |
| All | -54.6% | +9.8% | -64.4% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling