+5.9%
GD vs CBRE
-10.1%
+16.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -5.0% | +5.2% | -10.1% | -5.8% |
| 30D | +8.9% | +6.2% | +2.7% | +7.6% |
| 3M | -8.0% | -8.1% | 0.0% | -7.0% |
| 6M | +2.9% | -6.6% | +9.5% | +3.7% |
| YTD | +7.1% | -15.7% | +22.8% | +9.7% |
| 1Y | +5.9% | -9.7% | +15.6% | +5.5% |
| All | +5.9% | -10.1% | +16.0% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling