+4.7%
GTLB vs CBRE
+84.7%
-80.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -9.6% | -4.6% | -5.0% | -7.4% |
| 30D | -15.5% | +3.0% | -18.5% | -17.2% |
| 3M | +12.4% | -8.7% | +21.1% | +17.0% |
| 6M | +84.6% | -7.9% | +92.4% | +90.4% |
| YTD | +26.1% | -16.3% | +42.4% | +36.4% |
| 1Y | +1.7% | -13.1% | +14.8% | +6.9% |
| All | +4.7% | +84.7% | -80.1% | -34.0% |
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 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