+2,103.7%
CBRE vs GME
+1,779.1%
+324.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | -0.5% | +4.8% | -5.3% | -1.0% |
| 30D | +3.1% | -4.3% | +7.3% | +3.5% |
| 3M | -6.4% | +35.3% | -41.7% | -9.2% |
| 6M | -7.9% | +4.7% | -12.6% | -8.6% |
| YTD | -16.2% | +26.6% | -42.8% | -18.4% |
| 1Y | -11.2% | +18.3% | -29.6% | -13.1% |
| 3Y | +83.4% | +102.8% | -19.4% | +47.8% |
| 5Y | +28.4% | -48.9% | +77.4% | +12.0% |
| 10Y | +386.8% | +480.5% | -93.7% | -17.0% |
| All | +2,103.7% | +1,779.1% | +324.6% | +174.9% |
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