+406.9%
CBRE vs GPC
+93.7%
+313.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.4% | +0.7% |
| 7D | +1.0% | +0.8% | +0.2% | +0.6% |
| 30D | +5.6% | -1.1% | +6.7% | +6.2% |
| 3M | -6.8% | -6.6% | -0.1% | -3.2% |
| 6M | -5.6% | +22.2% | -27.8% | -16.7% |
| YTD | -14.1% | +5.1% | -19.1% | -19.1% |
| 1Y | -9.5% | +2.8% | -12.3% | -13.8% |
| 3Y | +91.8% | +2.4% | +89.4% | +73.1% |
| 5Y | +30.3% | +7.8% | +22.6% | +11.1% |
| 10Y | +406.9% | +87.2% | +319.6% | +185.2% |
| All | +406.9% | +93.7% | +313.1% | +185.2% |
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