+1,735.0%
GLW vs CBRE
+2,234.5%
-499.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | +3.8% | -2.0% | +5.7% | +4.3% |
| 30D | -1.3% | -2.2% | +0.8% | -1.0% |
| 3M | -21.8% | +12.9% | -34.7% | -25.6% |
| 6M | +6.9% | +4.3% | +2.6% | +4.2% |
| YTD | +77.2% | -8.0% | +85.2% | +77.9% |
| 1Y | +123.2% | -8.6% | +131.8% | +124.0% |
| 3Y | +400.0% | +71.9% | +328.1% | +310.5% |
| 5Y | +342.8% | +50.0% | +292.8% | +275.9% |
| 10Y | +771.4% | +390.1% | +381.3% | +424.2% |
| All | +1,735.0% | +2,234.5% | -499.5% | +405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling