+3,293.6%
GWW vs CBRE
+2,234.5%
+1,059.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +1.4% | -2.0% | +3.4% | +1.8% |
| 30D | +3.3% | -2.2% | +5.5% | +3.6% |
| 3M | +2.9% | +12.9% | -10.0% | -0.1% |
| 6M | +15.8% | +4.3% | +11.5% | +14.1% |
| YTD | +32.0% | -8.0% | +40.1% | +33.2% |
| 1Y | +29.9% | -8.6% | +38.5% | +31.1% |
| 3Y | +91.1% | +71.9% | +19.2% | +65.8% |
| 5Y | +223.9% | +50.0% | +173.9% | +187.2% |
| 10Y | +567.0% | +390.1% | +177.0% | +354.8% |
| All | +3,293.6% | +2,234.5% | +1,059.1% | +1,484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling