+155.1%
AWK vs GAP
+2.4%
+152.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -2.6% | -5.2% | +2.6% | -2.3% |
| 30D | +14.2% | -6.9% | +21.1% | +14.6% |
| 3M | +10.0% | +5.7% | +4.3% | +9.5% |
| 6M | +17.1% | +0.9% | +16.2% | +16.5% |
| YTD | +16.1% | -14.5% | +30.6% | +16.5% |
| 1Y | +17.5% | -12.1% | +29.6% | +17.6% |
| 3Y | +29.3% | +72.2% | -42.8% | +18.9% |
| 5Y | -3.5% | +4.5% | -8.0% | -10.0% |
| All | +155.1% | +2.4% | +152.7% | +98.4% |
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