+14.7%
GTLB vs CBRE
-7.7%
+22.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +11.1% | -2.0% | +13.0% | +11.7% |
| 30D | +37.8% | -2.2% | +40.0% | +38.5% |
| 3M | +61.6% | +12.9% | +48.7% | +55.2% |
| 6M | +98.9% | +4.3% | +94.6% | +96.3% |
| YTD | +32.8% | -8.0% | +40.8% | +37.4% |
| 1Y | +14.7% | -8.6% | +23.2% | +22.3% |
| All | +14.7% | -7.7% | +22.3% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling