+214.2%
GDX vs CBRE
+472.3%
-258.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | +18.6% | -2.2% | +20.8% | +19.0% |
| 3M | +14.9% | +12.9% | +2.0% | +12.7% |
| 6M | -6.3% | +4.3% | -10.6% | -7.0% |
| YTD | +15.7% | -8.0% | +23.8% | +16.7% |
| 1Y | +54.8% | -8.6% | +63.4% | +56.2% |
| 3Y | +253.4% | +71.9% | +181.6% | +222.5% |
| 5Y | +219.7% | +50.0% | +169.7% | +194.6% |
| 10Y | +300.2% | +390.1% | -89.8% | +196.4% |
| All | +214.2% | +472.3% | -258.2% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling