+380.7%
GH vs CBRE
+203.0%
+177.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -8.2% | -4.6% | -3.6% | -5.6% |
| 30D | -4.9% | +3.0% | -7.9% | -7.0% |
| 3M | -6.2% | -8.7% | +2.5% | -3.0% |
| 6M | +60.0% | -7.9% | +67.9% | +63.8% |
| YTD | +51.5% | -16.3% | +67.8% | +61.5% |
| 1Y | +58.4% | -13.1% | +71.5% | +64.8% |
| 3Y | +617.2% | +83.1% | +534.1% | +378.0% |
| 5Y | +47.0% | +27.7% | +19.3% | +16.9% |
| All | +380.7% | +203.0% | +177.6% | +131.7% |
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