+164.6%
GM vs CBRE
+63.2%
+101.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.7% |
| 7D | -1.1% | -1.7% | +0.6% | -0.5% |
| 30D | -4.6% | -3.0% | -1.6% | -3.7% |
| 3M | +0.2% | +2.6% | -2.4% | -1.2% |
| 6M | +12.6% | +2.0% | +10.6% | +11.0% |
| YTD | +3.7% | -13.1% | +16.8% | +7.7% |
| 1Y | +45.6% | -13.8% | +59.5% | +51.5% |
| All | +164.6% | +63.2% | +101.5% | +91.6% |
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 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