+245.7%
GDX vs XLRE
+30.1%
+215.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -2.9% |
| 7D | -5.4% | -2.7% | -2.7% | -3.7% |
| 30D | +6.6% | -2.3% | +8.9% | +8.2% |
| 3M | +30.1% | -3.5% | +33.6% | +32.7% |
| 6M | -7.1% | +1.9% | -9.0% | -8.4% |
| YTD | +12.0% | +8.3% | +3.6% | +6.2% |
| 1Y | +41.2% | +6.4% | +34.8% | +35.3% |
| All | +245.7% | +30.1% | +215.7% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling