-16.3%
AWK vs GFI
+524.1%
-540.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.5% |
| 7D | -2.1% | -4.9% | +2.7% | -1.8% |
| 30D | +2.1% | +10.7% | -8.7% | +1.3% |
| 3M | +11.4% | +25.6% | -14.3% | +9.4% |
| 6M | +3.9% | -8.3% | +12.2% | +4.0% |
| YTD | +7.7% | +6.3% | +1.4% | +5.7% |
| 1Y | +1.3% | +22.1% | -20.8% | -2.5% |
| 3Y | +7.2% | +289.2% | -282.0% | -11.2% |
| All | -16.3% | +524.1% | -540.3% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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