-6.8%
CBRE vs GPC
+6.5%
-13.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.6% |
| 7D | +14.1% | +4.1% | +9.9% | +12.8% |
| 30D | +9.0% | +0.1% | +8.9% | +8.9% |
| 3M | -6.6% | -3.9% | -2.7% | -5.6% |
| 6M | +0.8% | +24.4% | -23.6% | -4.4% |
| YTD | -12.2% | +5.7% | -17.9% | -19.4% |
| 1Y | -6.8% | +6.8% | -13.6% | -15.9% |
| All | -6.8% | +6.5% | -13.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling