+1,142.1%
CCJ vs GSK
+668.1%
+474.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | +3.7% | -1.1% | +4.8% | +4.1% |
| 30D | -13.7% | +7.8% | -21.5% | -15.9% |
| 3M | -24.7% | +0.3% | -25.0% | -25.1% |
| 6M | -38.1% | +3.4% | -41.6% | -39.3% |
| YTD | -18.8% | +5.9% | -24.7% | -21.4% |
| 1Y | -19.5% | +8.2% | -27.7% | -22.7% |
| 3Y | +75.9% | +65.3% | +10.6% | +42.0% |
| 5Y | +173.1% | +43.3% | +129.8% | +129.5% |
| 10Y | +813.5% | +102.9% | +710.6% | +569.7% |
| All | +1,142.1% | +668.1% | +474.0% | +621.7% |
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