+2,103.7%
CBRE vs GAP
+61.7%
+2,042.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.0% |
| 7D | -0.5% | -0.1% | -0.4% | -0.6% |
| 30D | +3.1% | -5.4% | +8.5% | +5.2% |
| 3M | -6.4% | +2.9% | -9.3% | -8.1% |
| 6M | -7.9% | -4.4% | -3.5% | -8.3% |
| YTD | -16.2% | -11.6% | -4.6% | -15.2% |
| 1Y | -11.2% | -6.0% | -5.2% | -12.6% |
| 3Y | +83.4% | +78.0% | +5.4% | +18.4% |
| 5Y | +28.4% | +8.5% | +20.0% | -9.0% |
| 10Y | +386.8% | +8.6% | +378.2% | +144.2% |
| All | +2,103.7% | +61.7% | +2,042.0% | +384.1% |
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