+1,097.3%
GD vs CBRE
+2,128.1%
-1,030.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.3% |
| 7D | +3.0% | +14.1% | -11.1% | +0.5% |
| 30D | +10.5% | +9.0% | +1.5% | +8.6% |
| 3M | -5.0% | -6.6% | +1.6% | -4.1% |
| 6M | +5.5% | +0.8% | +4.7% | +4.8% |
| YTD | +10.3% | -12.2% | +22.6% | +12.0% |
| 1Y | +8.2% | -6.8% | +15.0% | +8.5% |
| 3Y | +59.0% | +85.6% | -26.6% | +39.0% |
| 5Y | +104.3% | +33.9% | +70.4% | +87.0% |
| 10Y | +202.4% | +434.1% | -231.7% | +115.9% |
| All | +1,097.3% | +2,128.1% | -1,030.7% | +574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling