+732.3%
GLD vs CBRE
+1,457.7%
-725.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -2.6% |
| 7D | +2.8% | -0.5% | +3.4% | +2.8% |
| 30D | -4.0% | +3.1% | -7.0% | -4.0% |
| 3M | -8.2% | -6.4% | -1.9% | -8.2% |
| 6M | -14.8% | -7.9% | -7.0% | -14.8% |
| YTD | -6.8% | -16.2% | +9.4% | -6.7% |
| 1Y | -2.4% | -11.2% | +8.8% | -2.3% |
| 3Y | +105.8% | +83.4% | +22.3% | +104.2% |
| 5Y | +113.3% | +28.4% | +84.9% | +112.1% |
| 10Y | +208.4% | +386.8% | -178.3% | +201.1% |
| All | +732.3% | +1,457.7% | -725.4% | +673.3% |
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