+70.5%
CBRE vs GGLL
+188.6%
-118.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | +5.2% | +3.1% | +2.1% | +4.7% |
| 30D | +6.2% | -36.3% | +42.6% | +12.2% |
| 3M | -8.1% | -40.4% | +32.3% | -2.2% |
| 6M | -6.6% | -54.6% | +48.0% | +2.4% |
| YTD | -15.7% | -31.1% | +15.4% | -14.0% |
| 1Y | -9.7% | -19.2% | +9.5% | -10.4% |
| 3Y | +80.4% | +151.5% | -71.1% | +34.9% |
| All | +70.5% | +188.6% | -118.1% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling