+2,066.9%
CBRE vs GPC
+520.8%
+1,546.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.9% |
| 7D | -2.8% | -1.3% | -1.5% | -1.7% |
| 30D | +2.2% | -6.0% | +8.2% | +7.8% |
| 3M | -10.1% | -7.6% | -2.5% | -3.8% |
| 6M | -8.0% | +24.2% | -32.2% | -26.6% |
| YTD | -17.6% | +2.7% | -20.3% | -24.8% |
| 1Y | -14.7% | +0.2% | -14.9% | -20.6% |
| 3Y | +80.4% | -0.8% | +81.1% | +51.8% |
| 5Y | +25.9% | +4.4% | +21.4% | -5.0% |
| 10Y | +379.5% | +74.5% | +305.1% | +70.3% |
| All | +2,066.9% | +520.8% | +1,546.1% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling