+2,183.6%
CBRE vs GFI
+696.7%
+1,486.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -1.7% | +4.7% | -6.4% | -2.3% |
| 30D | -3.0% | +14.4% | -17.4% | -5.0% |
| 3M | +2.6% | +32.5% | -29.9% | -2.2% |
| 6M | +2.0% | -7.2% | +9.2% | +1.9% |
| YTD | -13.1% | +10.9% | -24.0% | -16.1% |
| 1Y | -13.8% | +35.5% | -49.3% | -19.9% |
| 3Y | +63.9% | +312.1% | -248.3% | +23.5% |
| 5Y | +42.3% | +524.6% | -482.3% | -4.4% |
| 10Y | +401.2% | +1,092.7% | -691.6% | +146.3% |
| All | +2,183.6% | +696.7% | +1,486.9% | +827.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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