-10.3%
GFS vs CBRE
+31.5%
-41.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +7.4% | -1.8% | +9.1% | +8.2% |
| 30D | -15.3% | +3.3% | -18.6% | -16.7% |
| 3M | -21.1% | -12.4% | -8.7% | -17.1% |
| 6M | -44.5% | -5.4% | -39.1% | -44.3% |
| YTD | +19.2% | -17.2% | +36.4% | +24.3% |
| 1Y | +27.2% | -13.1% | +40.3% | +28.7% |
| 3Y | -20.1% | +81.6% | -101.7% | -50.4% |
| 5Y | -25.6% | +26.4% | -52.0% | -43.8% |
| All | -10.3% | +31.5% | -41.8% | -32.2% |
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