+387.7%
CBRE vs GRMN
+651.6%
-264.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -1.9% |
| 7D | -0.5% | +6.3% | -6.9% | -3.8% |
| 30D | +3.1% | +7.6% | -4.5% | -1.1% |
| 3M | -6.4% | -7.5% | +1.1% | -2.9% |
| 6M | -7.9% | +21.2% | -29.1% | -18.7% |
| YTD | -16.2% | +44.0% | -60.2% | -33.3% |
| 1Y | -11.2% | +44.7% | -56.0% | -29.6% |
| 3Y | +83.4% | +160.5% | -77.1% | -7.4% |
| 5Y | +28.4% | +124.6% | -96.2% | -29.6% |
| All | +387.7% | +651.6% | -264.0% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling