-2.7%
AWK vs GAP
+5.8%
-8.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | 0.0% | -9.3% | +9.4% | +0.4% |
| 30D | +15.5% | -5.5% | +21.0% | +15.7% |
| 3M | +10.0% | +3.5% | +6.5% | +9.7% |
| 6M | +20.4% | +0.7% | +19.7% | +20.0% |
| YTD | +17.1% | -13.4% | +30.4% | +17.2% |
| 1Y | +18.3% | -7.7% | +25.9% | +17.9% |
| 3Y | +30.4% | +74.4% | -44.1% | +20.2% |
| 5Y | -2.7% | +5.3% | -8.0% | -11.5% |
| All | -2.7% | +5.8% | -8.5% | -11.5% |
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