+3.4%
GEHC vs CCJ
+174.2%
-170.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.2% |
| 7D | -5.2% | +5.9% | -11.1% | -5.9% |
| 30D | -7.0% | +4.7% | -11.7% | -7.6% |
| 3M | +3.3% | -3.3% | +6.6% | +3.6% |
| 6M | -10.0% | -7.0% | -3.0% | -9.8% |
| YTD | -18.5% | +11.5% | -29.9% | -21.5% |
| 1Y | -14.4% | +32.3% | -46.7% | -21.1% |
| 3Y | +3.4% | +176.8% | -173.4% | -24.6% |
| All | +3.4% | +174.2% | -170.8% | -24.6% |
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