+211.8%
GLD vs CBRE
+387.8%
-175.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -2.0% | -4.6% | +2.7% | -1.9% |
| 30D | -4.4% | +3.0% | -7.4% | -4.5% |
| 3M | -8.9% | -8.7% | -0.2% | -8.9% |
| 6M | -16.0% | -7.9% | -8.1% | -16.0% |
| YTD | -7.9% | -16.3% | +8.4% | -7.9% |
| 1Y | -3.9% | -13.1% | +9.2% | -3.9% |
| 3Y | +103.4% | +83.1% | +20.3% | +104.7% |
| 5Y | +109.7% | +27.7% | +82.0% | +109.1% |
| 10Y | +211.8% | +386.9% | -175.1% | +231.8% |
| All | +211.8% | +387.8% | -175.9% | +231.8% |
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