+2,317.2%
CBRE vs GME
+1,315.8%
+1,001.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -2.0% | +7.2% | -9.2% | -2.6% |
| 30D | -2.2% | +0.8% | -3.0% | -2.3% |
| 3M | +12.9% | -14.0% | +26.9% | +14.4% |
| 6M | +4.3% | -19.7% | +24.0% | +6.2% |
| YTD | -8.0% | -4.6% | -3.5% | -8.0% |
| 1Y | -8.6% | -14.3% | +5.8% | -7.7% |
| 3Y | +71.9% | +4.0% | +67.9% | +48.4% |
| 5Y | +50.0% | -62.2% | +112.2% | +34.5% |
| 10Y | +390.1% | +241.4% | +148.7% | -2.5% |
| All | +2,317.2% | +1,315.8% | +1,001.4% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling