+8.3%
GDX vs BLDR
-41.9%
+50.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.2% |
| 7D | +0.7% | -10.3% | +11.0% | +3.4% |
| 30D | -3.8% | +19.6% | -23.3% | -8.4% |
| 3M | -5.4% | -17.0% | +11.5% | -1.2% |
| 6M | -12.7% | -16.7% | +4.1% | -9.8% |
| YTD | -0.7% | -39.4% | +38.8% | +9.2% |
| All | +8.3% | -41.9% | +50.2% | +19.6% |
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