+101.8%
GSK vs CBRE
+388.5%
-286.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | +10.2% | +3.1% | +7.1% | +9.4% |
| 3M | -0.9% | -6.4% | +5.5% | +0.1% |
| 6M | +3.5% | -7.9% | +11.4% | +4.6% |
| YTD | +7.2% | -16.2% | +23.4% | +9.7% |
| 1Y | +12.0% | -11.2% | +23.2% | +13.4% |
| 3Y | +67.3% | +83.4% | -16.1% | +46.4% |
| 5Y | +45.3% | +28.4% | +16.8% | +33.7% |
| 10Y | +101.8% | +386.8% | -285.0% | +48.8% |
| All | +101.8% | +388.5% | -286.8% | +48.8% |
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