+20.1%
GEHC vs AWK
+31.4%
-11.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | +3.7% | +2.7% | +1.0% | +3.2% |
| 30D | +27.3% | +16.7% | +10.6% | +24.1% |
| 3M | +14.7% | +11.7% | +3.0% | +12.5% |
| 6M | +31.9% | +21.9% | +10.0% | +27.8% |
| YTD | +2.2% | +17.6% | -15.4% | -0.7% |
| 1Y | +14.1% | +19.8% | -5.7% | +10.5% |
| All | +20.1% | +31.4% | -11.3% | +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 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