+669.6%
CBRE vs GWRE
+749.2%
-79.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -0.3% |
| 7D | -1.7% | -26.2% | +24.5% | +6.7% |
| 30D | -3.0% | -17.8% | +14.8% | +1.7% |
| 3M | +2.6% | +14.2% | -11.6% | -3.6% |
| 6M | +2.0% | -12.9% | +14.9% | +2.0% |
| YTD | -13.1% | -29.2% | +16.1% | -7.9% |
| 1Y | -13.8% | -44.4% | +30.6% | -1.3% |
| 3Y | +63.9% | +51.1% | +12.8% | +28.9% |
| 5Y | +42.3% | +16.5% | +25.8% | +18.4% |
| 10Y | +401.2% | +131.6% | +269.6% | +228.1% |
| All | +669.6% | +749.2% | -79.6% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling