+159.0%
GDX vs BLDR
+262.5%
-103.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.6% |
| 7D | -4.6% | -8.2% | +3.7% | -3.8% |
| 30D | -6.2% | +16.3% | -22.5% | -7.7% |
| 3M | -10.0% | -17.0% | +6.9% | -8.7% |
| 6M | -15.8% | -17.4% | +1.6% | -14.7% |
| YTD | -4.6% | -41.6% | +37.0% | -0.5% |
| 1Y | +4.0% | -43.5% | +47.5% | +8.7% |
| 3Y | +211.1% | -51.6% | +262.7% | +224.1% |
| 5Y | +152.3% | -11.6% | +163.9% | +145.5% |
| 10Y | +331.4% | +480.9% | -149.5% | +243.3% |
| All | +159.0% | +262.5% | -103.5% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling