+486.7%
GS vs CBRE
+397.3%
+89.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | 0.0% |
| 7D | -3.2% | +5.2% | -8.4% | -5.8% |
| 30D | -2.4% | +6.2% | -8.6% | -5.8% |
| 3M | -15.7% | -8.1% | -7.6% | -12.6% |
| 6M | -6.8% | -6.6% | -0.1% | -5.1% |
| YTD | -0.1% | -15.7% | +15.7% | +6.3% |
| 1Y | +12.1% | -9.7% | +21.8% | +14.6% |
| 3Y | +185.8% | +80.4% | +105.4% | +94.6% |
| 5Y | +140.1% | +27.0% | +113.1% | +94.1% |
| All | +486.7% | +397.3% | +89.4% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling