+222.6%
GWW vs CBRE
+42.7%
+179.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | -1.4% | -3.0% | +1.5% | -0.7% |
| 3M | -3.6% | +2.6% | -6.3% | -5.1% |
| 6M | +15.1% | +2.0% | +13.1% | +13.2% |
| YTD | +27.5% | -13.1% | +40.6% | +31.4% |
| 1Y | +29.6% | -13.8% | +43.4% | +33.8% |
| 3Y | +90.1% | +63.9% | +26.2% | +49.8% |
| 5Y | +222.6% | +42.3% | +180.3% | +160.2% |
| All | +222.6% | +42.7% | +179.9% | +160.2% |
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