+617.9%
GDX vs XLRE
+109.5%
+508.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | +9.9% | -2.2% | +12.2% | +10.9% |
| 3M | +28.2% | -2.6% | +30.8% | +29.3% |
| 6M | -2.9% | +2.6% | -5.5% | -3.8% |
| YTD | +16.0% | +9.3% | +6.7% | +12.2% |
| 1Y | +49.9% | +7.2% | +42.6% | +46.0% |
| 3Y | +263.6% | +31.3% | +232.2% | +229.4% |
| 5Y | +233.6% | +8.1% | +225.4% | +217.0% |
| 10Y | +315.3% | +88.9% | +226.4% | +243.2% |
| All | +617.9% | +109.5% | +508.4% | +526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling