-1.7%
GEHC vs AWK
+9.9%
-11.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -7.6% | +0.6% | -8.2% | -7.7% |
| 30D | -10.7% | +4.3% | -14.9% | -11.3% |
| 3M | -1.2% | +12.5% | -13.8% | -3.2% |
| 6M | -13.7% | +3.3% | -17.0% | -14.3% |
| YTD | -20.4% | +9.8% | -30.2% | -21.8% |
| 1Y | -17.0% | +2.9% | -19.9% | -17.7% |
| All | -1.7% | +9.9% | -11.5% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling