+222.5%
GWW vs CBRE
+26.1%
+196.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +3.6% | -1.8% | +5.3% | +4.1% |
| 30D | +12.1% | +3.3% | +8.8% | +10.8% |
| 3M | +12.9% | -12.4% | +25.3% | +17.3% |
| 6M | +19.3% | -5.4% | +24.7% | +20.1% |
| YTD | +48.7% | -17.2% | +65.9% | +55.3% |
| 1Y | +60.5% | -13.1% | +73.6% | +64.6% |
| 3Y | +93.3% | +81.6% | +11.7% | +44.1% |
| All | +222.5% | +26.1% | +196.4% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling