+392.5%
CBRE vs GNRC
+448.8%
-56.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.1% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -4.7% | -15.7% | +11.1% | -0.5% |
| 3M | +6.5% | -27.3% | +33.9% | +14.3% |
| 6M | +6.1% | -12.1% | +18.1% | +6.0% |
| YTD | -12.6% | +37.1% | -49.7% | -25.0% |
| 1Y | -15.3% | -0.5% | -14.8% | -20.7% |
| 3Y | +64.6% | +61.5% | +3.1% | +27.0% |
| 5Y | +45.0% | -58.6% | +103.6% | +62.3% |
| All | +392.5% | +448.8% | -56.3% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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