+401.3%
GH vs CBRE
+232.9%
+168.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -0.1% | -2.0% | +1.9% | +0.9% |
| 30D | -1.1% | -2.2% | +1.1% | -0.5% |
| 3M | +21.3% | +12.9% | +8.4% | +12.0% |
| 6M | +73.5% | +4.3% | +69.2% | +67.4% |
| YTD | +58.0% | -8.0% | +66.1% | +61.5% |
| 1Y | +163.1% | -8.6% | +171.6% | +168.2% |
| 3Y | +361.0% | +71.9% | +289.2% | +221.6% |
| 5Y | +22.5% | +50.0% | -27.5% | -9.3% |
| All | +401.3% | +232.9% | +168.4% | +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