-6.9%
GEHC vs AWK
+1.8%
-8.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.0% | +1.7% | -5.7% | -4.3% |
| 30D | -2.0% | +5.6% | -7.5% | -2.8% |
| 3M | +8.0% | +15.9% | -7.9% | +6.2% |
| 6M | -12.8% | +4.6% | -17.3% | -13.4% |
| YTD | -15.9% | +10.1% | -26.0% | -17.0% |
| 1Y | -6.9% | +2.1% | -9.0% | -8.2% |
| All | -6.9% | +1.8% | -8.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling