-35.4%
GIS vs CBRE
+63.2%
-98.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | -8.6% | -1.7% | -6.9% | -8.4% |
| 30D | -0.5% | -3.0% | +2.5% | 0.0% |
| 3M | +11.9% | +2.6% | +9.3% | +11.7% |
| 6M | -11.6% | +2.0% | -13.6% | -11.8% |
| YTD | -16.3% | -13.1% | -3.2% | -15.8% |
| 1Y | -21.8% | -13.8% | -7.9% | -21.3% |
| All | -35.4% | +63.2% | -98.6% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling