+1,478.9%
GS vs CBRE
+2,234.5%
-755.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.9% | -2.0% | +2.9% | +1.6% |
| 30D | -1.6% | -2.2% | +0.6% | -1.0% |
| 3M | -4.5% | +12.9% | -17.4% | -9.1% |
| 6M | +20.9% | +4.3% | +16.6% | +18.0% |
| YTD | +19.9% | -8.0% | +27.9% | +21.7% |
| 1Y | +41.4% | -8.6% | +50.0% | +43.7% |
| 3Y | +239.2% | +71.9% | +167.3% | +174.3% |
| 5Y | +185.0% | +50.0% | +135.0% | +139.6% |
| 10Y | +655.0% | +390.1% | +264.9% | +321.0% |
| All | +1,478.9% | +2,234.5% | -755.6% | +418.9% |
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