+1,583.6%
CCJ vs GSK
+657.3%
+926.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +0.7% | -1.8% | +2.6% | +1.3% |
| 30D | +6.9% | -2.2% | +9.0% | +7.5% |
| 3M | -11.6% | -1.8% | -9.8% | -11.4% |
| 6M | -16.2% | -10.6% | -5.6% | -13.5% |
| YTD | +10.1% | +4.4% | +5.7% | +7.5% |
| 1Y | +32.3% | +30.4% | +1.9% | +19.4% |
| 3Y | +171.3% | +60.1% | +111.2% | +121.9% |
| 5Y | +372.4% | +46.8% | +325.6% | +294.6% |
| 10Y | +1,070.0% | +79.2% | +990.8% | +797.4% |
| All | +1,583.6% | +657.3% | +926.3% | +886.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling