+19.2%
GEHC vs CCJ
+67.4%
-48.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +23.2% |
| 3M | +12.6% | -27.6% | +40.2% | +16.7% |
| 6M | +34.3% | -38.7% | +73.0% | +42.0% |
| YTD | +1.4% | -22.7% | +24.1% | +2.1% |
| 1Y | +12.5% | -17.6% | +30.0% | +11.8% |
| 3Y | +19.2% | +62.7% | -43.5% | -3.0% |
| All | +19.2% | +67.4% | -48.1% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling