+364.6%
CBRE vs GME
+470.0%
-105.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +6.0% | -8.8% | -3.0% |
| 30D | +2.2% | -5.9% | +8.1% | +2.4% |
| 3M | -10.1% | +38.2% | -48.3% | -10.9% |
| 6M | -8.0% | +14.5% | -22.5% | -8.4% |
| YTD | -17.6% | +27.6% | -45.2% | -18.2% |
| 1Y | -14.7% | +19.9% | -34.7% | -15.3% |
| 3Y | +80.4% | +104.3% | -24.0% | +70.3% |
| 5Y | +25.9% | -49.3% | +75.2% | +21.2% |
| All | +364.6% | +470.0% | -105.4% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling