+188.5%
GD vs CBRE
+397.3%
-208.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -5.0% | +5.2% | -10.1% | -6.7% |
| 30D | +8.9% | +6.2% | +2.7% | +6.5% |
| 3M | -8.0% | -8.1% | 0.0% | -6.0% |
| 6M | +2.9% | -6.6% | +9.5% | +4.1% |
| YTD | +7.1% | -15.7% | +22.8% | +11.2% |
| 1Y | +5.9% | -9.7% | +15.6% | +7.3% |
| 3Y | +53.9% | +80.4% | -26.5% | +17.8% |
| 5Y | +95.4% | +27.0% | +68.4% | +66.4% |
| All | +188.5% | +397.3% | -208.8% | +48.3% |
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