+38.6%
GEHC vs CBRE
+72.5%
-33.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -3.7% | -4.6% | +0.9% | -1.8% |
| 30D | +22.0% | +3.0% | +19.0% | +20.2% |
| 3M | +13.6% | -8.7% | +22.3% | +17.6% |
| 6M | +34.0% | -7.9% | +41.9% | +37.7% |
| YTD | +0.9% | -16.3% | +17.2% | +6.9% |
| 1Y | +12.7% | -13.1% | +25.9% | +17.5% |
| 3Y | +19.4% | +83.1% | -63.7% | -7.4% |
| All | +38.6% | +72.5% | -33.9% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling