+39.3%
GEHC vs CCJ
+226.2%
-186.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +21.3% | -13.2% | +34.5% | +23.3% |
| 3M | +12.6% | -27.6% | +40.2% | +17.0% |
| 6M | +34.3% | -38.7% | +73.0% | +42.3% |
| YTD | +1.4% | -22.7% | +24.1% | +2.3% |
| 1Y | +12.5% | -17.6% | +30.0% | +12.0% |
| 3Y | +19.2% | +62.7% | -43.5% | -1.1% |
| All | +39.3% | +226.2% | -186.9% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling