+769.5%
GLW vs CBRE
+397.8%
+371.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | +3.8% | -2.0% | +5.7% | +4.6% |
| 30D | -1.3% | -2.2% | +0.8% | -0.9% |
| 3M | -21.8% | +12.9% | -34.7% | -27.9% |
| 6M | +6.9% | +4.3% | +2.6% | +2.5% |
| YTD | +77.2% | -8.0% | +85.2% | +77.9% |
| 1Y | +123.2% | -8.6% | +131.8% | +123.8% |
| 3Y | +400.0% | +71.9% | +328.1% | +249.3% |
| 5Y | +342.8% | +50.0% | +292.8% | +224.8% |
| All | +769.5% | +397.8% | +371.7% | +249.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling