+966.9%
AWK vs GFI
+472.6%
+494.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.6% | +4.7% | -4.1% | +0.3% |
| 30D | +4.3% | +14.4% | -10.1% | +3.2% |
| 3M | +12.5% | +32.5% | -20.0% | +9.9% |
| 6M | +3.3% | -7.2% | +10.5% | +3.2% |
| YTD | +9.8% | +10.9% | -1.1% | +7.7% |
| 1Y | +2.9% | +35.5% | -32.6% | -1.1% |
| 3Y | +9.6% | +312.1% | -302.5% | -4.9% |
| 5Y | -16.7% | +524.6% | -541.2% | -31.1% |
| 10Y | +136.1% | +1,092.7% | -956.6% | +77.4% |
| All | +966.9% | +472.6% | +494.3% | +596.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling