+189.5%
GDX vs CBRE
+434.9%
-245.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.1% |
| 7D | +15.6% | +1.0% | +14.5% | +15.4% |
| 30D | +2.4% | +5.6% | -3.2% | +1.6% |
| 3M | +1.7% | -6.8% | +8.5% | +2.7% |
| 6M | -3.3% | -5.6% | +2.3% | -2.7% |
| YTD | +6.6% | -14.1% | +20.7% | +8.6% |
| 1Y | +27.0% | -9.5% | +36.5% | +28.4% |
| 3Y | +243.4% | +91.8% | +151.6% | +208.7% |
| 5Y | +194.2% | +30.3% | +163.9% | +176.8% |
| 10Y | +310.1% | +406.9% | -96.7% | +202.1% |
| All | +189.5% | +434.9% | -245.4% | +59.7% |
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