+81.9%
GSK vs CBRE
+381.8%
-299.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | -3.6% | -1.7% | -1.9% | -3.3% |
| 30D | -5.9% | -3.0% | -3.0% | -5.5% |
| 3M | -4.3% | +2.6% | -6.9% | -4.8% |
| 6M | -10.8% | +2.0% | -12.8% | -11.3% |
| YTD | +1.8% | -13.1% | +14.9% | +3.7% |
| 1Y | +23.5% | -13.8% | +37.3% | +25.8% |
| 3Y | +49.5% | +63.9% | -14.3% | +33.7% |
| 5Y | +49.7% | +42.3% | +7.3% | +35.3% |
| 10Y | +81.9% | +401.2% | -319.3% | +31.8% |
| All | +81.9% | +381.8% | -299.9% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling