-44.2%
GPN vs CBRE
+39.8%
-84.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | -3.5% | -7.2% | +3.7% | +0.7% |
| 30D | +3.1% | -6.4% | +9.6% | +6.8% |
| 3M | +42.3% | +2.9% | +39.4% | +39.4% |
| 6M | +20.9% | +2.5% | +18.3% | +18.1% |
| YTD | +15.2% | -14.2% | +29.4% | +23.6% |
| 1Y | +5.4% | -15.1% | +20.6% | +13.8% |
| 3Y | -27.4% | +61.9% | -89.3% | -48.3% |
| 5Y | -44.2% | +42.4% | -86.6% | -59.8% |
| All | -44.2% | +39.8% | -84.0% | -59.8% |
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