-8.6%
CBRE vs GRMN
+18.2%
-26.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | -2.9% | +0.9% | -1.0% |
| 30D | -2.2% | -8.4% | +6.2% | +0.7% |
| 3M | +12.9% | +15.0% | -2.1% | +6.0% |
| 6M | +4.3% | +11.2% | -6.9% | -0.8% |
| YTD | -8.0% | +37.7% | -45.7% | -21.3% |
| 1Y | -8.6% | +18.5% | -27.0% | -18.6% |
| All | -8.6% | +18.2% | -26.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling