+31.4%
AWK vs GGLL
+163.0%
-131.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.7% | -0.1% |
| 7D | 0.0% | +2.9% | -2.9% | +0.3% |
| 30D | +15.5% | -33.1% | +48.7% | +12.6% |
| 3M | +10.0% | -31.2% | +41.2% | +7.5% |
| 6M | +20.4% | -49.4% | +69.8% | +15.7% |
| YTD | +17.1% | -26.8% | +43.9% | +16.2% |
| 1Y | +18.3% | -17.7% | +36.0% | +18.5% |
| All | +31.4% | +163.0% | -131.5% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling