+3.7%
AWK vs GH
+172.3%
-168.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.5% |
| 7D | -0.7% | -1.2% | +0.5% | -0.8% |
| 30D | +2.8% | -3.7% | +6.4% | +2.6% |
| 3M | +11.3% | +21.7% | -10.4% | +12.8% |
| 6M | +6.7% | +75.7% | -69.0% | +11.1% |
| YTD | +9.4% | +55.7% | -46.3% | +13.3% |
| 1Y | +3.7% | +181.1% | -177.4% | +8.9% |
| All | +3.7% | +172.3% | -168.6% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling