-33.4%
GLXY vs CBRE
+1.3%
-34.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.4% |
| 7D | +16.9% | -2.8% | +19.7% | +18.3% |
| 30D | -23.0% | +2.2% | -25.2% | -24.0% |
| 3M | -28.0% | -10.1% | -17.9% | -25.2% |
| 6M | -51.6% | -8.0% | -43.6% | -50.4% |
| YTD | -32.1% | -17.6% | -14.5% | -26.0% |
| 1Y | -51.5% | -14.7% | -36.7% | -47.1% |
| All | -33.4% | +1.3% | -34.7% | -26.7% |
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 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