+236.2%
GIS vs CBRE
+2,234.5%
-1,998.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -7.8% | -2.0% | -5.9% | -7.7% |
| 30D | +6.6% | -2.2% | +8.8% | +6.7% |
| 3M | +21.0% | +12.9% | +8.1% | +20.0% |
| 6M | -9.1% | +4.3% | -13.4% | -9.4% |
| YTD | -13.6% | -8.0% | -5.6% | -13.3% |
| 1Y | -18.0% | -8.6% | -9.5% | -17.7% |
| 3Y | -33.7% | +71.9% | -105.5% | -36.6% |
| 5Y | -19.4% | +50.0% | -69.4% | -22.7% |
| 10Y | -21.3% | +390.1% | -411.3% | -31.5% |
| All | +236.2% | +2,234.5% | -1,998.3% | +144.4% |
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