+315.3%
GDX vs BLDR
+357.1%
-41.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | +1.9% | -2.7% | +4.6% | +2.2% |
| 30D | +9.9% | -14.7% | +24.6% | +11.8% |
| 3M | +28.2% | -20.8% | +49.0% | +31.1% |
| 6M | -2.9% | -35.3% | +32.4% | +1.3% |
| YTD | +16.0% | -40.3% | +56.3% | +21.7% |
| 1Y | +49.9% | -56.3% | +106.2% | +61.7% |
| 3Y | +263.6% | -56.1% | +319.7% | +285.0% |
| 5Y | +233.6% | +12.9% | +220.7% | +216.1% |
| 10Y | +315.3% | +386.5% | -71.1% | +307.7% |
| All | +315.3% | +357.1% | -41.8% | +307.7% |
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