How did president Roosevelt governing style differ from that of presidents during the gilded age?

Before Roosevelt, government acted as the US Tea Party now again would like it to act: being small, unobtrusive, stick to foreign policy and meddle in economic affairs as little as possible, trusting the 'free market forces' to get everything right. Roosevelt was the first to see that Government should actively take steps and interfere and regulate to help solve complicated economic problems. And that Government should ensure that some form of social justice and protection is in place, even in a free market society.

So his government introduced the New Deal that provided the unemployed with government-created jobs, that gave a decent infrastructure and things like electricity to rural America and introduced the minimum wage.