+145.9%
GLDM vs CBRE
+50.7%
+95.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -0.5% | -2.0% | +1.4% | -0.4% |
| 30D | +4.4% | -2.2% | +6.6% | +4.5% |
| 3M | -1.1% | +12.9% | -14.0% | -1.8% |
| 6M | -13.7% | +4.3% | -18.0% | -13.9% |
| YTD | +2.8% | -8.0% | +10.8% | +2.8% |
| 1Y | +24.8% | -8.6% | +33.4% | +24.9% |
| 3Y | +127.8% | +71.9% | +55.9% | +121.0% |
| All | +145.9% | +50.7% | +95.2% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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