+237.1%
GSK vs CBRE
+2,234.5%
-1,997.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -1.8% | -2.0% | +0.1% | -1.6% |
| 30D | -2.2% | -2.2% | 0.0% | -1.9% |
| 3M | -1.8% | +12.9% | -14.7% | -3.5% |
| 6M | -10.6% | +4.3% | -14.9% | -11.3% |
| YTD | +4.4% | -8.0% | +12.5% | +5.1% |
| 1Y | +30.4% | -8.6% | +39.0% | +31.2% |
| 3Y | +60.1% | +71.9% | -11.8% | +47.0% |
| 5Y | +46.8% | +50.0% | -3.2% | +35.9% |
| 10Y | +79.2% | +390.1% | -310.8% | +39.2% |
| All | +237.1% | +2,234.5% | -1,997.4% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling