+79.8%
GDXJ vs BLDR
+1,676.0%
-1,596.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +0.9% | -2.7% | +3.6% | +1.3% |
| 30D | +8.8% | -14.7% | +23.5% | +11.0% |
| 3M | +29.8% | -20.8% | +50.7% | +33.3% |
| 6M | -5.8% | -35.3% | +29.5% | -0.9% |
| YTD | +13.6% | -40.3% | +53.9% | +20.4% |
| 1Y | +54.5% | -56.3% | +110.8% | +69.5% |
| 3Y | +301.4% | -56.1% | +357.5% | +330.7% |
| 5Y | +236.3% | +12.9% | +223.4% | +216.4% |
| 10Y | +240.1% | +386.5% | -146.4% | +162.5% |
| All | +79.8% | +1,676.0% | -1,596.1% | -3.2% |
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