+83.4%
CBRE vs GGLL
+157.4%
-74.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.4% |
| 7D | -0.5% | +5.1% | -5.6% | -1.0% |
| 30D | +3.1% | -35.5% | +38.5% | +7.0% |
| 3M | -6.4% | -39.2% | +32.8% | -2.3% |
| 6M | -7.9% | -54.4% | +46.5% | -1.6% |
| YTD | -16.2% | -29.8% | +13.7% | -15.0% |
| 1Y | -11.2% | -20.4% | +9.2% | -11.2% |
| 3Y | +83.4% | +149.7% | -66.3% | +60.2% |
| All | +83.4% | +157.4% | -74.0% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling