+141.0%
GS vs CBRE
+27.7%
+113.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -4.7% |
| 7D | -6.3% | +6.0% | -12.4% | -8.9% |
| 30D | -3.1% | +4.4% | -7.5% | -5.3% |
| 3M | -17.7% | -9.8% | -7.9% | -14.0% |
| 6M | -4.6% | -4.4% | -0.2% | -4.1% |
| YTD | +0.3% | -15.2% | +15.5% | +6.2% |
| 1Y | +11.7% | -9.1% | +20.9% | +13.8% |
| 3Y | +183.6% | +79.4% | +104.2% | +95.4% |
| 5Y | +141.0% | +27.8% | +113.1% | +95.8% |
| All | +141.0% | +27.7% | +113.2% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling