+561.8%
GWW vs BLDR
+383.3%
+178.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.1% |
| 7D | -3.4% | -8.2% | +4.9% | -1.4% |
| 30D | -1.9% | -16.6% | +14.7% | +2.3% |
| 3M | -2.4% | -23.2% | +20.8% | +3.0% |
| 6M | +15.7% | -33.7% | +49.5% | +25.9% |
| YTD | +27.6% | -41.3% | +68.9% | +42.4% |
| 1Y | +27.2% | -58.8% | +86.0% | +54.3% |
| 3Y | +89.7% | -57.5% | +147.1% | +118.1% |
| 5Y | +223.9% | +12.9% | +211.0% | +176.7% |
| All | +561.8% | +383.3% | +178.4% | +276.8% |
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 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