+34.3%
GEHC vs CCJ
-38.9%
+73.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +21.3% | -13.2% | +34.5% | +21.0% |
| 3M | +12.6% | -27.6% | +40.2% | +11.7% |
| 6M | +34.3% | -38.7% | +73.0% | +35.7% |
| All | +34.3% | -38.9% | +73.2% | +35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling