+9.3%
GEHC vs CCJ
+363.1%
-353.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -7.6% | +4.2% | -11.8% | -8.2% |
| 30D | -10.7% | +3.2% | -13.8% | -11.1% |
| 3M | -1.2% | -1.8% | +0.6% | -1.2% |
| 6M | -13.7% | -13.5% | -0.2% | -12.6% |
| YTD | -20.4% | +9.7% | -30.2% | -23.1% |
| 1Y | -17.0% | +30.0% | -47.0% | -23.0% |
| 3Y | +0.9% | +172.6% | -171.7% | -22.0% |
| All | +9.3% | +363.1% | -353.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling