+98.0%
GD vs CBRE
+30.4%
+67.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.9% |
| 7D | -3.0% | +1.0% | -4.1% | -3.3% |
| 30D | +9.3% | +5.6% | +3.7% | +7.9% |
| 3M | -7.2% | -6.8% | -0.4% | -6.2% |
| 6M | +5.5% | -5.6% | +11.0% | +6.1% |
| YTD | +9.5% | -14.1% | +23.6% | +11.9% |
| 1Y | +6.4% | -9.5% | +15.9% | +7.5% |
| 3Y | +59.8% | +91.8% | -31.9% | +33.7% |
| 5Y | +98.0% | +30.3% | +67.7% | +77.7% |
| All | +98.0% | +30.4% | +67.6% | +77.7% |
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