+46.3%
GDX vs BLDR
-56.7%
+103.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +1.9% | -2.7% | +4.6% | +2.4% |
| 30D | +9.9% | -14.7% | +24.6% | +13.5% |
| 3M | +28.2% | -20.8% | +49.0% | +33.7% |
| 6M | -2.9% | -35.3% | +32.4% | +3.8% |
| YTD | +16.0% | -40.3% | +56.3% | +25.5% |
| All | +46.3% | -56.7% | +103.0% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling