-21.1%
GIS vs CBRE
+407.4%
-428.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -6.4% | -5.0% | -1.4% | -5.9% |
| 30D | -6.1% | -4.7% | -1.4% | -5.7% |
| 3M | +7.8% | +6.5% | +1.3% | +7.3% |
| 6M | -8.8% | +6.1% | -14.8% | -9.3% |
| YTD | -19.1% | -12.6% | -6.5% | -18.5% |
| 1Y | -24.8% | -15.3% | -9.5% | -24.0% |
| 3Y | -37.6% | +64.6% | -102.2% | -40.5% |
| 5Y | -25.4% | +45.0% | -70.4% | -28.7% |
| All | -21.1% | +407.4% | -428.5% | -33.7% |
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 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