-21.8%
GFS vs CBRE
+85.0%
-106.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | -15.8% | +3.1% | -18.8% | -16.5% |
| 3M | -18.6% | -6.4% | -12.3% | -17.5% |
| 6M | -45.0% | -7.9% | -37.1% | -44.1% |
| YTD | +16.8% | -16.2% | +33.0% | +19.5% |
| 1Y | +17.8% | -11.2% | +29.0% | +16.9% |
| All | -21.8% | +85.0% | -106.8% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling