+1,069.4%
GD vs CBRE
+2,052.9%
-983.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.0% | -1.7% |
| 7D | -3.9% | +6.0% | -9.9% | -5.0% |
| 30D | +8.1% | +4.4% | +3.7% | +7.1% |
| 3M | -6.8% | -9.8% | +3.0% | -5.3% |
| 6M | +3.0% | -4.4% | +7.4% | +3.3% |
| YTD | +7.8% | -15.2% | +23.0% | +10.0% |
| 1Y | +5.8% | -9.1% | +14.9% | +6.6% |
| 3Y | +55.3% | +79.4% | -24.1% | +36.6% |
| 5Y | +96.7% | +27.8% | +68.9% | +81.6% |
| 10Y | +195.4% | +416.1% | -220.7% | +112.2% |
| All | +1,069.4% | +2,052.9% | -983.5% | +562.9% |
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