+42.3%
CBRE vs GME
-55.8%
+98.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -2.1% |
| 7D | -1.7% | +4.8% | -6.5% | -1.9% |
| 30D | -3.0% | +5.9% | -8.8% | -3.3% |
| 3M | +2.6% | -10.7% | +13.4% | +3.1% |
| 6M | +2.0% | -19.8% | +21.8% | +3.0% |
| YTD | -13.1% | -0.9% | -12.2% | -13.2% |
| 1Y | -13.8% | -15.7% | +1.9% | -13.3% |
| 3Y | +63.9% | +12.3% | +51.6% | +49.2% |
| 5Y | +42.3% | -60.1% | +102.4% | +29.7% |
| All | +42.3% | -55.8% | +98.1% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling