-61.1%
GTLB vs CBRE
+28.0%
-89.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -9.6% | -4.6% | -5.0% | -6.3% |
| 30D | -15.5% | +3.0% | -18.5% | -18.1% |
| 3M | +12.4% | -8.7% | +21.1% | +18.6% |
| 6M | +84.6% | -7.9% | +92.4% | +91.1% |
| YTD | +26.1% | -16.3% | +42.4% | +39.0% |
| 1Y | +1.7% | -13.1% | +14.8% | +7.6% |
| 3Y | +6.1% | +83.1% | -77.1% | -49.7% |
| 5Y | -61.1% | +27.7% | -88.9% | -76.3% |
| All | -61.1% | +28.0% | -89.2% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling