+463.3%
GLW vs CBRE
+67.4%
+395.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.8% | +11.3% | +8.4% |
| 7D | +14.0% | -1.5% | +15.5% | +14.2% |
| 30D | +0.4% | -4.0% | +4.4% | +0.9% |
| 3M | -11.3% | +8.0% | -19.4% | -14.5% |
| 6M | +35.1% | +4.0% | +31.1% | +31.8% |
| YTD | +90.5% | -11.5% | +102.1% | +93.7% |
| 1Y | +132.0% | -13.0% | +145.0% | +136.7% |
| 3Y | +463.3% | +66.9% | +396.4% | +337.7% |
| All | +463.3% | +67.4% | +395.9% | +337.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling