+7.7%
GEHC vs CCJ
+349.3%
-341.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | -7.9% | -3.2% | -4.7% | -7.5% |
| 30D | -11.7% | -1.3% | -10.4% | -11.6% |
| 3M | +0.8% | +2.5% | -1.7% | +0.2% |
| 6M | -11.6% | -18.9% | +7.3% | -9.6% |
| YTD | -21.6% | +6.5% | -28.0% | -23.9% |
| 1Y | -15.3% | +22.8% | -38.1% | -20.7% |
| 3Y | -0.5% | +164.5% | -165.0% | -22.8% |
| All | +7.7% | +349.3% | -341.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CCJ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling