+103.2%
GLD vs CBRE
+79.1%
+24.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +4.7% | +5.2% | -0.5% | +4.2% |
| 30D | -0.9% | +6.2% | -7.1% | -1.5% |
| 3M | -4.4% | -8.1% | +3.7% | -3.8% |
| 6M | -13.6% | -6.6% | -6.9% | -13.3% |
| YTD | -6.0% | -15.7% | +9.7% | -5.5% |
| 1Y | +1.8% | -9.7% | +11.4% | +1.9% |
| 3Y | +103.2% | +80.4% | +22.8% | +88.1% |
| All | +103.2% | +79.1% | +24.1% | +88.1% |
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