+2,100.2%
CBRE vs GRMN
+3,155.8%
-1,055.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.2% |
| 7D | -4.6% | +1.7% | -6.3% | -5.5% |
| 30D | +3.0% | +10.2% | -7.2% | -3.0% |
| 3M | -8.7% | -4.7% | -4.0% | -6.7% |
| 6M | -7.9% | +22.3% | -30.2% | -20.0% |
| YTD | -16.3% | +46.7% | -63.0% | -35.2% |
| 1Y | -13.1% | +49.6% | -62.8% | -33.5% |
| 3Y | +83.1% | +165.3% | -82.2% | -8.2% |
| 5Y | +27.7% | +130.3% | -102.6% | -31.0% |
| 10Y | +386.9% | +658.0% | -271.1% | +24.1% |
| All | +2,100.2% | +3,155.8% | -1,055.6% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling