-36.4%
GLXY vs CBRE
+5.6%
-41.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.3% | +5.5% |
| 7D | -0.5% | +1.0% | -1.6% | -1.2% |
| 30D | -28.6% | +5.6% | -34.3% | -30.4% |
| 3M | -28.1% | -6.8% | -21.3% | -26.3% |
| 6M | -52.0% | -5.6% | -46.4% | -51.1% |
| YTD | -35.1% | -14.1% | -21.0% | -30.4% |
| 1Y | -54.0% | -9.5% | -44.5% | -50.6% |
| All | -36.4% | +5.6% | -41.9% | -31.0% |
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 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