+263.0%
CBRE vs GDDY
+390.3%
-127.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +1.3% |
| 7D | -5.0% | -3.2% | -1.8% | -4.0% |
| 30D | -4.7% | +6.8% | -11.5% | -7.0% |
| 3M | +6.5% | +30.5% | -23.9% | -3.8% |
| 6M | +6.1% | +13.3% | -7.3% | -0.5% |
| YTD | -12.6% | -21.0% | +8.3% | -8.1% |
| 1Y | -15.3% | -34.0% | +18.7% | -5.5% |
| 3Y | +64.6% | +33.1% | +31.5% | +40.3% |
| 5Y | +45.0% | +30.3% | +14.7% | +22.5% |
| 10Y | +404.2% | +205.5% | +198.6% | +236.8% |
| All | +263.0% | +390.3% | -127.4% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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