+231.2%
GDXJ vs CBRE
+379.0%
-147.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -8.1% | -1.8% | -6.3% | -7.8% |
| 30D | -5.5% | +3.3% | -8.8% | -6.0% |
| 3M | -14.6% | -12.4% | -2.2% | -12.6% |
| 6M | -23.2% | -5.4% | -17.9% | -22.6% |
| YTD | -13.0% | -17.2% | +4.2% | -10.7% |
| 1Y | +2.8% | -13.1% | +15.8% | +4.7% |
| 3Y | +221.5% | +81.6% | +139.9% | +191.3% |
| 5Y | +123.4% | +26.4% | +96.9% | +105.9% |
| All | +231.2% | +379.0% | -147.8% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling