+2,317.2%
CBRE vs GAP
+63.9%
+2,253.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.0% | -4.5% | +2.5% | -0.2% |
| 30D | -2.2% | +9.0% | -11.2% | -5.9% |
| 3M | +12.9% | +5.0% | +7.9% | +9.9% |
| 6M | +4.3% | -17.8% | +22.1% | +9.4% |
| YTD | -8.0% | -10.4% | +2.3% | -7.0% |
| 1Y | -8.6% | -3.4% | -5.2% | -11.1% |
| 3Y | +71.9% | +111.5% | -39.6% | +2.3% |
| 5Y | +50.0% | +8.8% | +41.2% | +5.8% |
| 10Y | +390.1% | +32.9% | +357.2% | +112.7% |
| All | +2,317.2% | +63.9% | +2,253.3% | +430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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