+285.7%
GDXJ vs XLRE
+31.2%
+254.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -2.8% | -1.2% | -1.6% | -2.0% |
| 30D | +5.0% | -2.4% | +7.4% | +6.8% |
| 3M | +24.1% | -2.5% | +26.6% | +25.9% |
| 6M | -7.4% | +4.0% | -11.3% | -10.1% |
| YTD | +10.2% | +9.3% | +0.9% | +3.3% |
| 1Y | +42.5% | +5.6% | +37.0% | +36.6% |
| 3Y | +285.7% | +31.3% | +254.4% | +218.3% |
| All | +285.7% | +31.2% | +254.5% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling