-9.9%
GTLB vs CBRE
+67.4%
-77.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.8% | -1.6% | -3.3% |
| 7D | +4.6% | -1.5% | +6.1% | +5.3% |
| 30D | +21.0% | -4.0% | +25.0% | +23.2% |
| 3M | +51.7% | +8.0% | +43.7% | +44.2% |
| 6M | +89.3% | +4.0% | +85.3% | +82.9% |
| YTD | +25.6% | -11.5% | +37.2% | +32.7% |
| 1Y | -1.5% | -13.0% | +11.5% | +4.3% |
| 3Y | -9.9% | +66.9% | -76.8% | -37.8% |
| All | -9.9% | +67.4% | -77.4% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling