+47.7%
GSK vs CBRE
+30.4%
+17.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.1% |
| 7D | +4.9% | +1.0% | +3.9% | +4.7% |
| 30D | +10.8% | +5.6% | +5.2% | +9.7% |
| 3M | -1.8% | -6.8% | +5.0% | -0.8% |
| 6M | +4.1% | -5.6% | +9.7% | +4.8% |
| YTD | +7.9% | -14.1% | +21.9% | +9.8% |
| 1Y | +14.4% | -9.5% | +23.9% | +15.4% |
| 3Y | +68.1% | +91.8% | -23.7% | +46.6% |
| 5Y | +47.7% | +30.3% | +17.3% | +36.0% |
| All | +47.7% | +30.4% | +17.3% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling