+2,115.4%
CBRE vs GPC
+520.6%
+1,594.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.6% |
| 7D | +5.2% | +1.6% | +3.6% | +3.9% |
| 30D | +6.2% | -2.1% | +8.3% | +8.0% |
| 3M | -8.1% | -6.8% | -1.3% | -2.5% |
| 6M | -6.6% | +18.6% | -25.2% | -22.3% |
| YTD | -15.7% | +2.7% | -18.4% | -23.1% |
| 1Y | -9.7% | +1.8% | -11.4% | -17.1% |
| 3Y | +80.4% | +1.1% | +79.3% | +49.0% |
| 5Y | +27.0% | +4.1% | +23.0% | -3.8% |
| 10Y | +412.9% | +88.2% | +324.7% | +63.9% |
| All | +2,115.4% | +520.6% | +1,594.8% | +60.4% |
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