+11.0%
GS vs CBRE
-13.9%
+25.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +5.1% | -2.8% | +7.9% | +6.0% |
| 30D | +2.4% | +2.2% | +0.2% | +1.9% |
| 3M | -11.5% | -10.1% | -1.4% | -9.1% |
| 6M | -2.5% | -8.0% | +5.5% | -0.7% |
| YTD | +5.5% | -17.6% | +23.0% | +9.0% |
| 1Y | +11.0% | -14.7% | +25.7% | +13.0% |
| All | +11.0% | -13.9% | +25.0% | +13.0% |
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