+232.7%
GLW vs CBRE
+26.1%
+206.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | +7.7% | -1.8% | +9.5% | +8.5% |
| 30D | -18.8% | +3.3% | -22.1% | -19.9% |
| 3M | -27.7% | -12.4% | -15.4% | -24.7% |
| 6M | -44.4% | -5.4% | -39.1% | -44.5% |
| YTD | +31.3% | -17.2% | +48.5% | +37.0% |
| 1Y | +40.0% | -13.1% | +53.1% | +42.6% |
| 3Y | +339.2% | +81.6% | +257.7% | +200.8% |
| All | +232.7% | +26.1% | +206.6% | +162.7% |
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 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