+292.7%
GDXJ vs GEHC
+6.6%
+286.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.5% |
| 7D | +4.3% | -5.2% | +9.5% | +5.6% |
| 30D | +8.4% | -7.0% | +15.4% | +10.2% |
| 3M | +25.5% | +3.3% | +22.2% | +24.1% |
| 6M | -6.3% | -10.0% | +3.7% | -4.4% |
| YTD | +12.1% | -18.5% | +30.6% | +16.8% |
| 1Y | +51.1% | -14.4% | +65.5% | +55.3% |
| 3Y | +296.1% | +3.4% | +292.6% | +291.5% |
| All | +292.7% | +6.6% | +286.1% | +281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling