-54.5%
GTLB vs CBRE
+33.2%
-87.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +1.0% |
| 7D | -3.5% | -2.8% | -0.7% | -1.5% |
| 30D | -9.0% | +2.2% | -11.2% | -11.4% |
| 3M | +15.9% | -10.1% | +25.9% | +23.6% |
| 6M | +104.9% | -8.0% | +112.8% | +111.8% |
| YTD | +26.0% | -17.6% | +43.5% | +40.4% |
| 1Y | +1.8% | -14.7% | +16.5% | +9.2% |
| 3Y | +6.0% | +80.4% | -74.4% | -48.8% |
| 5Y | -62.2% | +25.9% | -88.1% | -76.0% |
| All | -54.5% | +33.2% | -87.7% | -71.1% |
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