+392.5%
CBRE vs GWRE
+131.0%
+261.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -5.0% | -13.2% | +8.3% | -0.7% |
| 30D | -4.7% | -18.6% | +13.9% | +0.4% |
| 3M | +6.5% | +18.9% | -12.4% | -1.7% |
| 6M | +6.1% | -11.0% | +17.0% | +5.1% |
| YTD | -12.6% | -29.9% | +17.3% | -6.6% |
| 1Y | -15.3% | -44.3% | +29.0% | -1.7% |
| 3Y | +64.6% | +51.7% | +12.9% | +23.6% |
| 5Y | +45.0% | +15.4% | +29.5% | +17.3% |
| All | +392.5% | +131.0% | +261.5% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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