+769.6%
GPN vs CBRE
+2,234.5%
-1,464.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.8% | -2.0% | +2.8% | +1.2% |
| 30D | +5.8% | -2.2% | +8.0% | +6.2% |
| 3M | +37.0% | +12.9% | +24.1% | +32.8% |
| 6M | +20.1% | +4.3% | +15.8% | +18.7% |
| YTD | +20.4% | -8.0% | +28.5% | +22.5% |
| 1Y | +7.4% | -8.6% | +16.0% | +9.5% |
| 3Y | -26.1% | +71.9% | -98.0% | -35.7% |
| 5Y | -38.5% | +50.0% | -88.5% | -44.7% |
| 10Y | +28.4% | +390.1% | -361.7% | -10.2% |
| All | +769.6% | +2,234.5% | -1,464.8% | +259.3% |
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