+514.9%
GEV vs CBRE
+37.6%
+477.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +3.7% | -1.8% | +5.5% | +4.3% |
| 30D | -14.7% | +3.3% | -18.0% | -15.5% |
| 3M | -23.4% | -12.4% | -11.1% | -20.9% |
| 6M | -24.3% | -5.4% | -19.0% | -24.1% |
| YTD | +23.2% | -17.2% | +40.4% | +27.9% |
| 1Y | +44.2% | -13.1% | +57.3% | +46.0% |
| All | +514.9% | +37.6% | +477.2% | +388.5% |
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 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