+132.1%
AWK vs GAP
+27.6%
+104.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -0.7% | -6.3% | +5.6% | -0.3% |
| 30D | +2.8% | -0.2% | +3.0% | +2.7% |
| 3M | +11.3% | 0.0% | +11.3% | +11.2% |
| 6M | +6.7% | -8.1% | +14.8% | +6.9% |
| YTD | +9.4% | -16.5% | +25.8% | +10.0% |
| 1Y | +3.7% | -10.5% | +14.2% | +3.6% |
| 3Y | +9.2% | +104.0% | -94.7% | -0.9% |
| 5Y | -15.7% | +6.8% | -22.5% | -21.5% |
| All | +132.1% | +27.6% | +104.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling