+393.9%
GH vs CBRE
+210.7%
+183.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.6% |
| 7D | -1.2% | -7.2% | +6.0% | +2.9% |
| 30D | -3.7% | -6.4% | +2.8% | -0.7% |
| 3M | +21.7% | +2.9% | +18.7% | +18.2% |
| 6M | +75.7% | +2.5% | +73.2% | +71.0% |
| YTD | +55.7% | -14.2% | +69.9% | +65.3% |
| 1Y | +181.1% | -15.1% | +196.3% | +198.8% |
| 3Y | +371.6% | +61.9% | +309.7% | +240.1% |
| 5Y | +23.2% | +42.4% | -19.2% | -5.9% |
| All | +393.9% | +210.7% | +183.2% | +137.1% |
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 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