+669.9%
GWW vs CBRE
+379.0%
+290.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +3.6% | -1.8% | +5.3% | +4.2% |
| 30D | +12.1% | +3.3% | +8.8% | +10.5% |
| 3M | +12.9% | -12.4% | +25.3% | +17.9% |
| 6M | +19.3% | -5.4% | +24.7% | +20.2% |
| YTD | +48.7% | -17.2% | +65.9% | +56.1% |
| 1Y | +60.5% | -13.1% | +73.6% | +65.2% |
| 3Y | +93.3% | +81.6% | +11.7% | +44.0% |
| 5Y | +219.0% | +26.4% | +192.5% | +169.1% |
| All | +669.9% | +379.0% | +290.9% | +312.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling