+1,082.1%
CCJ vs GSK
+672.7%
+409.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | -13.2% | +6.3% | -19.5% | -15.0% |
| 3M | -27.6% | +1.8% | -29.5% | -28.3% |
| 6M | -38.7% | +1.7% | -40.4% | -39.5% |
| YTD | -22.7% | +6.5% | -29.2% | -25.3% |
| 1Y | -17.6% | +9.5% | -27.1% | -21.1% |
| 3Y | +62.7% | +65.3% | -2.6% | +31.4% |
| 5Y | +159.7% | +43.7% | +116.0% | +118.1% |
| 10Y | +769.3% | +104.1% | +665.2% | +536.2% |
| All | +1,082.1% | +672.7% | +409.4% | +585.6% |
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