+41.4%
GS vs CBRE
-7.7%
+49.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.9% | -2.0% | +2.9% | +1.4% |
| 30D | -1.6% | -2.2% | +0.6% | -1.1% |
| 3M | -4.5% | +12.9% | -17.4% | -8.4% |
| 6M | +20.9% | +4.3% | +16.6% | +18.7% |
| YTD | +19.9% | -8.0% | +27.9% | +21.4% |
| 1Y | +41.4% | -8.6% | +50.0% | +42.1% |
| All | +41.4% | -7.7% | +49.1% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling