+315.3%
GDX vs CBRE
+381.8%
-66.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | +1.9% | -1.7% | +3.6% | +2.1% |
| 30D | +9.9% | -3.0% | +12.9% | +10.3% |
| 3M | +28.2% | +2.6% | +25.6% | +27.7% |
| 6M | -2.9% | +2.0% | -4.9% | -3.2% |
| YTD | +16.0% | -13.1% | +29.1% | +17.3% |
| 1Y | +49.9% | -13.8% | +63.7% | +51.7% |
| 3Y | +263.6% | +63.9% | +199.7% | +243.5% |
| 5Y | +233.6% | +42.3% | +191.2% | +212.3% |
| 10Y | +315.3% | +401.2% | -85.9% | +275.6% |
| All | +315.3% | +381.8% | -66.5% | +275.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling