+286.2%
GDXJ vs GEHC
+2.1%
+284.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | -2.8% | -7.2% | +4.4% | -1.2% |
| 30D | +5.0% | -11.6% | +16.5% | +7.9% |
| 3M | +24.1% | -0.8% | +24.9% | +23.7% |
| 6M | -7.4% | -11.9% | +4.6% | -4.9% |
| YTD | +10.2% | -21.9% | +32.2% | +16.0% |
| 1Y | +42.5% | -17.8% | +60.4% | +48.0% |
| 3Y | +285.7% | -3.5% | +289.3% | +286.4% |
| All | +286.2% | +2.1% | +284.1% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling