+1,044.2%
AWK vs GAP
+98.9%
+945.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +0.1% | -1.9% | +2.0% | +0.3% |
| 30D | +14.3% | -7.1% | +21.3% | +14.9% |
| 3M | +10.3% | +4.1% | +6.2% | +9.6% |
| 6M | +18.9% | +1.9% | +17.0% | +18.0% |
| YTD | +17.7% | -15.2% | +32.9% | +18.3% |
| 1Y | +16.9% | -10.6% | +27.5% | +16.7% |
| 3Y | +32.2% | +74.6% | -42.4% | +17.7% |
| 5Y | -2.2% | +3.7% | -5.8% | -10.5% |
| 10Y | +156.1% | +2.4% | +153.7% | +106.7% |
| All | +1,044.2% | +98.9% | +945.3% | +574.5% |
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