+186.8%
GS vs CBRE
+80.2%
+106.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -4.9% |
| 7D | -6.3% | +6.0% | -12.4% | -8.6% |
| 30D | -3.1% | +4.4% | -7.5% | -5.0% |
| 3M | -17.7% | -9.8% | -7.9% | -14.4% |
| 6M | -4.6% | -4.4% | -0.2% | -4.0% |
| YTD | +0.3% | -15.2% | +15.5% | +5.8% |
| 1Y | +11.7% | -9.1% | +20.9% | +13.6% |
| All | +186.8% | +80.2% | +106.6% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling