+1,073.7%
GD vs CBRE
+2,234.5%
-1,160.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -5.3% | -2.0% | -3.3% | -4.9% |
| 30D | -6.4% | -2.2% | -4.2% | -6.2% |
| 3M | +5.7% | +12.9% | -7.2% | +3.1% |
| 6M | -0.9% | +4.3% | -5.3% | -2.2% |
| YTD | +8.2% | -8.0% | +16.2% | +9.0% |
| 1Y | +13.4% | -8.6% | +22.0% | +14.4% |
| 3Y | +68.5% | +71.9% | -3.4% | +49.4% |
| 5Y | +97.2% | +50.0% | +47.1% | +77.1% |
| 10Y | +190.2% | +390.1% | -199.9% | +109.8% |
| All | +1,073.7% | +2,234.5% | -1,160.8% | +556.9% |
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