+342.1%
GLW vs CBRE
+50.7%
+291.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | +3.8% | -2.0% | +5.7% | +4.5% |
| 30D | -1.3% | -2.2% | +0.8% | -0.9% |
| 3M | -21.8% | +12.9% | -34.7% | -26.8% |
| 6M | +6.9% | +4.3% | +2.6% | +3.5% |
| YTD | +77.2% | -8.0% | +85.2% | +78.4% |
| 1Y | +123.2% | -8.6% | +131.8% | +124.5% |
| 3Y | +400.0% | +71.9% | +328.1% | +259.9% |
| All | +342.1% | +50.7% | +291.4% | +226.0% |
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