+969.7%
AWK vs GAP
+110.2%
+859.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.7% | -4.5% | +6.2% | +2.2% |
| 30D | +5.6% | +9.0% | -3.5% | +4.6% |
| 3M | +15.9% | +5.0% | +10.9% | +15.1% |
| 6M | +4.6% | -17.8% | +22.4% | +5.8% |
| YTD | +10.1% | -10.4% | +20.4% | +10.2% |
| 1Y | +2.1% | -3.4% | +5.5% | +1.2% |
| 3Y | +9.8% | +111.5% | -101.6% | -4.2% |
| 5Y | -15.4% | +8.8% | -24.2% | -23.0% |
| 10Y | +129.4% | +32.9% | +96.5% | +77.4% |
| All | +969.7% | +110.2% | +859.5% | +528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling