+225.5%
GWW vs BLDR
+10.9%
+214.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.1% |
| 7D | -3.4% | -8.2% | +4.9% | -1.5% |
| 30D | -1.9% | -16.6% | +14.7% | +1.9% |
| 3M | -2.4% | -23.2% | +20.8% | +2.7% |
| 6M | +15.7% | -33.7% | +49.5% | +25.2% |
| YTD | +27.6% | -41.3% | +68.9% | +41.5% |
| 1Y | +27.2% | -58.8% | +86.0% | +52.4% |
| 3Y | +89.7% | -57.5% | +147.1% | +115.7% |
| All | +225.5% | +10.9% | +214.6% | +168.1% |
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