+8.5%
GSK vs CBRE
-13.6%
+22.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.2% | -1.8% | +2.0% | +0.6% |
| 30D | +5.4% | +3.3% | +2.1% | +4.8% |
| 3M | +0.9% | -12.4% | +13.3% | +3.4% |
| 6M | +0.7% | -5.4% | +6.1% | +1.7% |
| YTD | +5.6% | -17.2% | +22.8% | +7.4% |
| 1Y | +8.5% | -13.1% | +21.6% | +9.0% |
| All | +8.5% | -13.6% | +22.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling