+42.4%
CBRE vs GNRC
-60.2%
+102.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.7% |
| 7D | -7.2% | -0.7% | -6.5% | -7.1% |
| 30D | -6.4% | -15.8% | +9.4% | -3.5% |
| 3M | +2.9% | -24.0% | +27.0% | +7.2% |
| 6M | +2.5% | -13.8% | +16.3% | +2.7% |
| YTD | -14.2% | +33.2% | -47.4% | -23.6% |
| 1Y | -15.1% | -1.8% | -13.3% | -19.2% |
| 3Y | +61.9% | +57.7% | +4.2% | +32.6% |
| 5Y | +42.4% | -59.7% | +102.1% | +34.8% |
| All | +42.4% | -60.2% | +102.6% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling