+24.8%
GDX vs CBRE
-6.2%
+31.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.1% | +4.9% | +7.5% |
| 7D | +0.8% | +14.1% | -13.3% | -3.9% |
| 30D | -3.2% | +9.0% | -12.3% | -6.2% |
| 3M | +8.6% | -6.6% | +15.1% | +10.5% |
| 6M | -1.2% | +0.8% | -2.0% | -1.8% |
| YTD | -1.4% | -12.2% | +10.9% | -3.8% |
| 1Y | +24.8% | -6.8% | +31.6% | +19.6% |
| All | +24.8% | -6.2% | +31.0% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 1y: compounded portfolio wealth divided by compounded CBRE 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…
1y analysis · Full analysis span regression · 6 months rolling