+21.8%
GDXJ vs CBRE
-6.2%
+28.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.1% | +5.5% | +8.0% |
| 7D | -0.2% | +14.1% | -14.2% | -5.1% |
| 30D | -7.6% | +9.0% | -16.6% | -10.5% |
| 3M | +2.3% | -6.6% | +8.9% | +4.3% |
| 6M | -7.8% | +0.8% | -8.6% | -8.3% |
| YTD | -8.4% | -12.2% | +3.9% | -10.7% |
| 1Y | +21.8% | -6.8% | +28.6% | +16.7% |
| All | +21.8% | -6.2% | +28.0% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling