+46.7%
GSK vs CBRE
+45.8%
+0.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.0% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | -7.5% | -4.0% | -3.5% | -6.9% |
| 3M | -3.3% | +8.0% | -11.3% | -4.6% |
| 6M | -9.3% | +4.0% | -13.3% | -10.1% |
| YTD | +1.6% | -11.5% | +13.1% | +3.0% |
| 1Y | +25.5% | -13.0% | +38.5% | +27.4% |
| 3Y | +49.3% | +66.9% | -17.6% | +33.8% |
| 5Y | +46.7% | +45.0% | +1.6% | +33.3% |
| All | +46.7% | +45.8% | +0.9% | +33.3% |
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