+6.1%
AWK vs GGLL
+217.5%
-211.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.7% |
| 7D | -2.6% | +11.5% | -14.1% | -2.3% |
| 30D | +14.2% | -31.2% | +45.4% | +13.5% |
| 3M | +10.0% | -28.7% | +38.7% | +9.4% |
| 6M | +17.1% | -47.2% | +64.3% | +16.2% |
| YTD | +16.1% | -24.3% | +40.4% | +15.6% |
| 1Y | +17.5% | -12.0% | +29.5% | +16.8% |
| 3Y | +29.3% | +169.6% | -140.3% | +18.3% |
| All | +6.1% | +217.5% | -211.3% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling