-21.3%
GFS vs CBRE
+34.7%
-56.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.4% | -6.5% | -8.5% |
| 7D | -20.7% | +6.0% | -26.7% | -22.7% |
| 30D | -25.2% | +4.4% | -29.6% | -26.8% |
| 3M | -26.3% | -9.8% | -16.5% | -23.5% |
| 6M | -50.7% | -4.4% | -46.3% | -50.7% |
| YTD | +4.5% | -15.2% | +19.7% | +7.9% |
| 1Y | +2.5% | -9.1% | +11.6% | +1.4% |
| 3Y | -30.9% | +79.4% | -110.3% | -56.5% |
| 5Y | -42.6% | +27.8% | -70.4% | -57.0% |
| All | -21.3% | +34.7% | -56.0% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling