+383.7%
CBRE vs GRMN
+646.1%
-262.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.2% | -1.8% | -5.4% | -6.3% |
| 30D | -6.4% | -12.1% | +5.7% | +0.3% |
| 3M | +2.9% | +18.0% | -15.1% | -7.4% |
| 6M | +2.5% | +13.7% | -11.2% | -6.3% |
| YTD | -14.2% | +35.3% | -49.5% | -29.1% |
| 1Y | -15.1% | +17.2% | -32.4% | -24.5% |
| 3Y | +61.9% | +179.6% | -117.7% | -23.0% |
| 5Y | +42.4% | +75.6% | -33.2% | -8.8% |
| All | +383.7% | +646.1% | -262.4% | +24.6% |
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 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