+10.3%
GLXY vs CBRE
+6.7%
+3.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.8% | -5.2% | -6.3% |
| 7D | +4.5% | -1.7% | +6.2% | +5.3% |
| 30D | +28.8% | -3.0% | +31.8% | +29.8% |
| 3M | -23.0% | +2.6% | -25.7% | -25.1% |
| 6M | +17.0% | +2.0% | +15.0% | +14.9% |
| YTD | +12.5% | -13.1% | +25.6% | +20.1% |
| 1Y | -5.4% | -13.8% | +8.4% | +0.2% |
| All | +10.3% | +6.7% | +3.6% | +19.0% |
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