+50.9%
CBRE vs GPC
+30.9%
+20.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -2.0% | +1.2% | -3.2% | -2.5% |
| 30D | -2.2% | +6.0% | -8.2% | -4.5% |
| 3M | +12.9% | +42.6% | -29.7% | -3.1% |
| 6M | +4.3% | +22.8% | -18.4% | -5.0% |
| YTD | -8.0% | +15.5% | -23.5% | -15.4% |
| 1Y | -8.6% | +2.0% | -10.6% | -11.1% |
| 3Y | +71.9% | -1.4% | +73.3% | +64.3% |
| All | +50.9% | +30.9% | +20.0% | +13.5% |
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 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