+103.4%
GLD vs CBRE
+25.7%
+77.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | -5.5% | -2.8% | -2.7% | -5.3% |
| 30D | -7.0% | +2.2% | -9.2% | -7.2% |
| 3M | -12.4% | -10.1% | -2.3% | -11.8% |
| 6M | -18.0% | -8.0% | -10.0% | -17.7% |
| YTD | -10.5% | -17.6% | +7.1% | -9.8% |
| 1Y | -8.1% | -14.7% | +6.7% | -7.6% |
| 3Y | +97.7% | +80.4% | +17.3% | +91.0% |
| 5Y | +103.4% | +25.9% | +77.6% | +93.4% |
| All | +103.4% | +25.7% | +77.7% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling