+228.4%
GDXJ vs CBRE
+39.8%
+188.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -6.2% | -7.2% | +1.0% | -3.9% |
| 30D | +4.6% | -6.4% | +11.1% | +6.8% |
| 3M | +31.3% | +2.9% | +28.3% | +29.4% |
| 6M | -10.7% | +2.5% | -13.2% | -11.7% |
| YTD | +9.1% | -14.2% | +23.3% | +13.1% |
| 1Y | +44.1% | -15.1% | +59.3% | +49.8% |
| 3Y | +285.4% | +61.9% | +223.5% | +206.5% |
| 5Y | +228.4% | +42.4% | +186.0% | +156.4% |
| All | +228.4% | +39.8% | +188.6% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling