+448.8%
GS vs CBRE
+388.5%
+60.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.7% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | +1.7% | +3.1% | -1.4% | -0.2% |
| 3M | -11.6% | -6.4% | -5.2% | -9.2% |
| 6M | -1.9% | -7.9% | +6.0% | +0.6% |
| YTD | +5.1% | -16.2% | +21.2% | +12.1% |
| 1Y | +16.4% | -11.2% | +27.6% | +20.2% |
| 3Y | +199.0% | +83.4% | +115.5% | +101.8% |
| 5Y | +157.4% | +28.4% | +129.0% | +106.8% |
| All | +448.8% | +388.5% | +60.3% | +108.2% |
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