+342.9%
CCJ vs GSK
+47.3%
+295.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +4.2% | -3.6% | +7.8% | +4.7% |
| 30D | +3.2% | -5.9% | +9.1% | +4.0% |
| 3M | -1.8% | -4.3% | +2.4% | -1.4% |
| 6M | -13.5% | -10.8% | -2.7% | -12.4% |
| YTD | +9.7% | +1.8% | +8.0% | +9.0% |
| 1Y | +30.0% | +23.5% | +6.5% | +24.7% |
| 3Y | +172.6% | +49.5% | +123.1% | +141.6% |
| 5Y | +342.9% | +49.7% | +293.3% | +261.9% |
| All | +342.9% | +47.3% | +295.6% | +261.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling