-17.2%
AWK vs GAP
+9.4%
-26.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.2% | +1.7% | +0.4% | +2.1% |
| 30D | +4.4% | +9.3% | -4.9% | +4.0% |
| 3M | +15.4% | +6.1% | +9.3% | +15.0% |
| 6M | +3.5% | -2.3% | +5.8% | +3.3% |
| YTD | +9.8% | -10.6% | +20.4% | +9.8% |
| 1Y | +3.0% | -4.4% | +7.4% | +2.6% |
| 3Y | +9.7% | +118.3% | -108.7% | +0.1% |
| 5Y | -17.2% | +12.2% | -29.4% | -27.1% |
| All | -17.2% | +9.4% | -26.6% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling