colors - How to use colors in GDB with TUI or CGDB?

Question

I set a color for the GDB prompt by adding this line to ~/.gdbinit:

set prompt \033[0;32m(gdb) \033[0m

This works fine in GDB, until I open the TUI. It then discards the colors and shows the raw color codes. The same thing happens if I use CGDB.

This is 2015. Is there any way I can have both colors in GDB and also view the source code I'm debugging in a subwindow (like in TUI/CGDB) at the terminal?