+37.8%
GDXJ vs CBRE
+1,115.7%
-1,077.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -8.1% | -1.8% | -6.3% | -7.7% |
| 30D | -5.5% | +3.3% | -8.8% | -6.2% |
| 3M | -14.6% | -12.4% | -2.2% | -11.9% |
| 6M | -23.2% | -5.4% | -17.9% | -22.4% |
| YTD | -13.0% | -17.2% | +4.2% | -9.7% |
| 1Y | +2.8% | -13.1% | +15.8% | +5.4% |
| 3Y | +221.5% | +81.6% | +139.9% | +175.8% |
| 5Y | +123.4% | +26.4% | +96.9% | +103.9% |
| 10Y | +238.2% | +381.6% | -143.5% | +109.7% |
| All | +37.8% | +1,115.7% | -1,077.9% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling