-52.0%
GTLB vs CBRE
+48.5%
-100.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +11.1% | -2.0% | +13.0% | +12.3% |
| 30D | +37.8% | -2.2% | +40.0% | +39.2% |
| 3M | +61.6% | +12.9% | +48.7% | +44.8% |
| 6M | +98.9% | +4.3% | +94.6% | +88.1% |
| YTD | +32.8% | -8.0% | +40.8% | +37.5% |
| 1Y | +14.7% | -8.6% | +23.2% | +17.7% |
| 3Y | +1.3% | +71.9% | -70.5% | -46.2% |
| All | -52.0% | +48.5% | -100.6% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling