+69.3%
CBRE vs GGLL
+206.6%
-137.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.4% | -0.7% |
| 7D | -4.6% | +2.9% | -7.5% | -5.0% |
| 30D | +3.0% | -33.1% | +36.1% | +8.0% |
| 3M | -8.7% | -31.2% | +22.5% | -4.8% |
| 6M | -7.9% | -49.4% | +41.5% | -0.5% |
| YTD | -16.3% | -26.8% | +10.5% | -15.3% |
| 1Y | -13.1% | -17.7% | +4.6% | -13.9% |
| 3Y | +83.1% | +160.4% | -77.3% | +36.8% |
| All | +69.3% | +206.6% | -137.3% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling