+259.7%
GDX vs BLDR
-54.9%
+314.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.2% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | +9.5% | -16.2% | +25.7% | +12.0% |
| 3M | +25.1% | -14.4% | +39.5% | +27.2% |
| 6M | -2.9% | -32.8% | +29.9% | +1.2% |
| YTD | +14.7% | -39.2% | +53.9% | +20.5% |
| 1Y | +47.4% | -57.7% | +105.1% | +59.2% |
| 3Y | +259.7% | -55.3% | +315.0% | +266.9% |
| All | +259.7% | -54.9% | +314.5% | +266.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling