+224.1%
GDX vs XLRE
+8.4%
+215.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.6% |
| 7D | -2.2% | -1.2% | -1.0% | -1.5% |
| 30D | +6.8% | -2.4% | +9.2% | +8.4% |
| 3M | +24.9% | -2.5% | +27.4% | +26.6% |
| 6M | -4.2% | +4.0% | -8.2% | -6.5% |
| YTD | +13.2% | +9.3% | +3.9% | +7.2% |
| 1Y | +40.2% | +5.6% | +34.6% | +35.4% |
| 3Y | +249.6% | +31.3% | +218.3% | +194.4% |
| All | +224.1% | +8.4% | +215.7% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling