+997.3%
CBRE vs GNRC
+2,077.0%
-1,079.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.3% |
| 7D | -1.7% | +3.2% | -4.8% | -2.5% |
| 30D | -3.0% | -9.5% | +6.6% | -0.6% |
| 3M | +2.6% | -28.5% | +31.2% | +10.5% |
| 6M | +2.0% | -10.0% | +12.0% | +1.5% |
| YTD | -13.1% | +36.7% | -49.9% | -25.0% |
| 1Y | -13.8% | +2.6% | -16.4% | -19.8% |
| 3Y | +63.9% | +61.9% | +2.0% | +28.1% |
| 5Y | +42.3% | -59.0% | +101.4% | +54.7% |
| 10Y | +401.2% | +444.8% | -43.6% | +123.5% |
| All | +997.3% | +2,077.0% | -1,079.7% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling