+27.8%
CBRE vs GPC
+3.6%
+24.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | +5.2% | +1.6% | +3.6% | +4.6% |
| 30D | +6.2% | -2.1% | +8.3% | +7.1% |
| 3M | -8.1% | -6.8% | -1.3% | -5.4% |
| 6M | -6.6% | +18.6% | -25.2% | -13.6% |
| YTD | -15.7% | +2.7% | -18.4% | -18.7% |
| 1Y | -9.7% | +1.8% | -11.4% | -12.6% |
| 3Y | +80.4% | +1.1% | +79.3% | +65.7% |
| All | +27.8% | +3.6% | +24.3% | +6.9% |
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 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