+383.7%
CBRE vs GME
+271.8%
+111.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.3% |
| 7D | -7.2% | +6.0% | -13.3% | -7.4% |
| 30D | -6.4% | +8.3% | -14.8% | -6.7% |
| 3M | +2.9% | -9.1% | +12.0% | +3.2% |
| 6M | +2.5% | -16.3% | +18.9% | +3.0% |
| YTD | -14.2% | +1.5% | -15.7% | -14.3% |
| 1Y | -15.1% | -16.3% | +1.2% | -14.8% |
| 3Y | +61.9% | +15.1% | +46.8% | +55.3% |
| 5Y | +42.4% | -57.2% | +99.6% | +37.8% |
| All | +383.7% | +271.8% | +111.9% | +202.4% |
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