+27.3%
CBRE vs GPC
+4.3%
+22.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +3.3% | -6.3% | +9.6% | +6.1% |
| 3M | -12.4% | -8.2% | -4.2% | -9.2% |
| 6M | -5.4% | +27.1% | -32.4% | -14.9% |
| YTD | -17.2% | +3.1% | -20.3% | -20.3% |
| 1Y | -13.1% | +0.1% | -13.2% | -15.2% |
| 3Y | +81.6% | +0.2% | +81.3% | +67.9% |
| All | +27.3% | +4.3% | +22.9% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling