+386.9%
CBRE vs GPC
+78.6%
+308.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | -4.6% | -2.1% | -2.5% | -3.5% |
| 30D | +3.0% | -4.5% | +7.5% | +5.6% |
| 3M | -8.7% | -7.7% | -1.1% | -4.7% |
| 6M | -7.9% | +24.3% | -32.2% | -19.5% |
| YTD | -16.3% | +3.5% | -19.8% | -20.6% |
| 1Y | -13.1% | +0.7% | -13.9% | -16.3% |
| 3Y | +83.1% | 0.0% | +83.1% | +67.7% |
| 5Y | +27.7% | +5.8% | +21.9% | +10.0% |
| 10Y | +386.9% | +75.8% | +311.1% | +179.5% |
| All | +386.9% | +78.6% | +308.3% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling