+215.1%
GDXJ vs BLDR
+383.3%
-168.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.7% |
| 7D | -2.8% | -8.2% | +5.4% | -1.4% |
| 30D | +5.0% | -16.6% | +21.6% | +8.1% |
| 3M | +24.1% | -23.2% | +47.2% | +28.8% |
| 6M | -7.4% | -33.7% | +26.4% | -1.6% |
| YTD | +10.2% | -41.3% | +51.5% | +18.9% |
| 1Y | +42.5% | -58.8% | +101.3% | +61.4% |
| 3Y | +285.7% | -57.5% | +343.2% | +322.1% |
| 5Y | +231.9% | +12.9% | +218.9% | +203.4% |
| All | +215.1% | +383.3% | -168.2% | +174.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling