+72.2%
CBRE vs GPC
-1.1%
+73.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | -2.2% | +6.0% | -8.2% | -3.8% |
| 3M | +12.9% | +42.6% | -29.7% | +1.5% |
| 6M | +4.3% | +22.8% | -18.4% | -2.4% |
| YTD | -8.0% | +15.5% | -23.5% | -13.6% |
| 1Y | -8.6% | +2.0% | -10.6% | -10.7% |
| All | +72.2% | -1.1% | +73.2% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling