+81.6%
CBRE vs GGLL
+166.5%
-85.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | -1.8% | +7.7% | -9.4% | -2.5% |
| 30D | +3.3% | -30.2% | +33.5% | +6.4% |
| 3M | -12.4% | -31.3% | +18.9% | -9.6% |
| 6M | -5.4% | -52.1% | +46.7% | +0.7% |
| YTD | -17.2% | -25.9% | +8.6% | -16.5% |
| 1Y | -13.1% | -8.5% | -4.6% | -14.3% |
| 3Y | +81.6% | +165.5% | -84.0% | +57.8% |
| All | +81.6% | +166.5% | -85.0% | +57.8% |
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