+561.8%
GWW vs CBRE
+407.4%
+154.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | 0.0% |
| 7D | -3.4% | -5.0% | +1.6% | -1.5% |
| 30D | -1.9% | -4.7% | +2.8% | -0.4% |
| 3M | -2.4% | +6.5% | -8.9% | -5.3% |
| 6M | +15.7% | +6.1% | +9.7% | +11.9% |
| YTD | +27.6% | -12.6% | +40.2% | +31.7% |
| 1Y | +27.2% | -15.3% | +42.5% | +32.7% |
| 3Y | +89.7% | +64.6% | +25.1% | +47.7% |
| 5Y | +223.9% | +45.0% | +178.9% | +159.7% |
| All | +561.8% | +407.4% | +154.3% | +242.3% |
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