+91.0%
GWW vs CBRE
+66.2%
+24.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -1.8% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | +1.1% | -4.0% | +5.1% | +1.9% |
| 3M | -1.0% | +8.0% | -9.0% | -3.3% |
| 6M | +16.3% | +4.0% | +12.3% | +14.4% |
| YTD | +28.5% | -11.5% | +40.0% | +30.8% |
| 1Y | +30.3% | -13.0% | +43.3% | +33.1% |
| All | +91.0% | +66.2% | +24.9% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling