+96.7%
GD vs CBRE
+27.7%
+69.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.0% | -1.6% |
| 7D | -3.9% | +6.0% | -9.9% | -5.1% |
| 30D | +8.1% | +4.4% | +3.7% | +6.9% |
| 3M | -6.8% | -9.8% | +3.0% | -5.1% |
| 6M | +3.0% | -4.4% | +7.4% | +3.3% |
| YTD | +7.8% | -15.2% | +23.0% | +10.5% |
| 1Y | +5.8% | -9.1% | +14.9% | +6.8% |
| 3Y | +55.3% | +79.4% | -24.1% | +32.0% |
| 5Y | +96.7% | +27.8% | +68.9% | +77.4% |
| All | +96.7% | +27.7% | +69.0% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling