+142.5%
GLD vs CBRE
+50.7%
+91.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.5% | -2.0% | +1.5% | -0.4% |
| 30D | +4.4% | -2.2% | +6.6% | +4.5% |
| 3M | -1.1% | +12.9% | -14.0% | -1.9% |
| 6M | -13.8% | +4.3% | -18.1% | -14.1% |
| YTD | +2.6% | -8.0% | +10.7% | +2.7% |
| 1Y | +24.5% | -8.6% | +33.1% | +24.5% |
| 3Y | +125.8% | +71.9% | +54.0% | +118.7% |
| All | +142.5% | +50.7% | +91.8% | +131.6% |
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 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