+6.7%
AWK vs GGLL
+195.8%
-189.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.7% |
| 7D | +1.2% | +6.3% | -5.1% | +1.4% |
| 30D | +15.8% | -35.1% | +50.9% | +14.9% |
| 3M | +11.0% | -37.7% | +48.7% | +10.1% |
| 6M | +21.0% | -54.1% | +75.1% | +19.8% |
| YTD | +16.7% | -29.4% | +46.1% | +16.0% |
| 1Y | +17.2% | -13.4% | +30.6% | +16.2% |
| 3Y | +29.2% | +158.3% | -129.1% | +17.4% |
| All | +6.7% | +195.8% | -189.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling