-12.1%
GFS vs CBRE
+33.2%
-45.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.3% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | -15.8% | +3.1% | -18.8% | -17.1% |
| 3M | -18.6% | -6.4% | -12.3% | -17.0% |
| 6M | -45.0% | -7.9% | -37.1% | -44.0% |
| YTD | +16.8% | -16.2% | +33.0% | +21.1% |
| 1Y | +17.8% | -11.2% | +29.0% | +17.9% |
| 3Y | -21.5% | +83.4% | -104.9% | -51.4% |
| 5Y | -29.3% | +28.4% | -57.8% | -46.9% |
| All | -12.1% | +33.2% | -45.3% | -33.9% |
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 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