+38.6%
GEHC vs AWK
+3.5%
+35.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -3.7% | 0.0% | -3.8% | -3.8% |
| 30D | +22.0% | +15.5% | +6.5% | +18.6% |
| 3M | +13.6% | +10.0% | +3.6% | +11.4% |
| 6M | +34.0% | +20.4% | +13.6% | +29.3% |
| YTD | +0.9% | +17.1% | -16.1% | -2.3% |
| 1Y | +12.7% | +18.3% | -5.5% | +8.8% |
| 3Y | +19.4% | +30.4% | -10.9% | +9.3% |
| All | +38.6% | +3.5% | +35.1% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling