+176.8%
CCJ vs GSK
+53.4%
+123.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.1% |
| 7D | +5.9% | -4.2% | +10.1% | +5.8% |
| 30D | +4.7% | -7.5% | +12.2% | +4.5% |
| 3M | -3.3% | -3.3% | 0.0% | -3.3% |
| 6M | -7.0% | -9.3% | +2.3% | -7.3% |
| YTD | +11.5% | +1.6% | +9.9% | +12.1% |
| 1Y | +32.3% | +25.5% | +6.8% | +34.1% |
| 3Y | +176.8% | +49.3% | +127.6% | +172.2% |
| All | +176.8% | +53.4% | +123.4% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 3y: compounded portfolio wealth divided by compounded GSK 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…
3y analysis · Full analysis span regression · 6 months rolling