+1,221.0%
GS vs CBRE
+2,052.9%
-831.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -5.2% |
| 7D | -6.3% | +6.0% | -12.4% | -8.2% |
| 30D | -3.1% | +4.4% | -7.5% | -4.7% |
| 3M | -17.7% | -9.8% | -7.9% | -15.0% |
| 6M | -4.6% | -4.4% | -0.2% | -4.1% |
| YTD | +0.3% | -15.2% | +15.5% | +4.5% |
| 1Y | +11.7% | -9.1% | +20.9% | +13.6% |
| 3Y | +183.6% | +79.4% | +104.2% | +125.8% |
| 5Y | +141.0% | +27.8% | +113.1% | +113.7% |
| 10Y | +507.4% | +416.1% | +91.3% | +234.2% |
| All | +1,221.0% | +2,052.9% | -831.9% | +345.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling