-6.8%
CBRE vs GGLL
-11.6%
+4.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +3.6% |
| 7D | +14.1% | -23.1% | +37.2% | +16.0% |
| 30D | +9.0% | -32.9% | +41.9% | +12.6% |
| 3M | -6.6% | -44.9% | +38.3% | -1.8% |
| 6M | +0.8% | -49.5% | +50.3% | +6.7% |
| YTD | -12.2% | -28.9% | +16.7% | -12.0% |
| 1Y | -6.8% | -12.2% | +5.4% | -7.7% |
| All | -6.8% | -11.6% | +4.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling