+165.2%
GD vs CBRE
+379.0%
-213.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.7% | -1.8% | +4.4% | +3.2% |
| 30D | +8.6% | +3.3% | +5.3% | +7.1% |
| 3M | -7.1% | -12.4% | +5.3% | -3.5% |
| 6M | +7.5% | -5.4% | +12.8% | +8.2% |
| YTD | +9.9% | -17.2% | +27.1% | +14.8% |
| 1Y | +7.6% | -13.1% | +20.6% | +10.4% |
| 3Y | +56.2% | +81.6% | -25.4% | +19.2% |
| 5Y | +100.6% | +26.4% | +74.2% | +70.9% |
| All | +165.2% | +379.0% | -213.8% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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