+214.2%
GDX vs BLDR
+296.7%
-82.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.4% |
| 7D | -0.4% | -2.8% | +2.5% | -0.1% |
| 30D | +18.6% | -13.3% | +31.9% | +20.1% |
| 3M | +14.9% | -12.3% | +27.1% | +15.9% |
| 6M | -6.3% | -31.5% | +25.2% | -3.3% |
| YTD | +15.7% | -36.1% | +51.8% | +19.9% |
| 1Y | +54.8% | -54.1% | +108.9% | +64.7% |
| 3Y | +253.4% | -55.8% | +309.2% | +271.1% |
| 5Y | +219.7% | +20.7% | +198.9% | +203.2% |
| 10Y | +300.2% | +390.2% | -90.0% | +223.0% |
| All | +214.2% | +296.7% | -82.5% | +115.0% |
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