+86.6%
AWK vs GH
+473.1%
-386.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -0.7% | -1.2% | +0.5% | -0.7% |
| 30D | +2.8% | -3.7% | +6.4% | +2.9% |
| 3M | +11.3% | +21.7% | -10.4% | +9.9% |
| 6M | +6.7% | +75.7% | -69.0% | +3.0% |
| YTD | +9.4% | +55.7% | -46.3% | +6.1% |
| 1Y | +3.7% | +181.1% | -177.4% | -3.4% |
| 3Y | +9.2% | +371.6% | -362.4% | -5.0% |
| 5Y | -15.7% | +23.2% | -38.9% | -21.8% |
| All | +86.6% | +473.1% | -386.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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