+9.2%
AWK vs GH
+378.9%
-369.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | 0.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +4.3% | -2.6% | +6.9% | +4.3% |
| 3M | +12.5% | +25.1% | -12.6% | +12.6% |
| 6M | +3.3% | +78.5% | -75.2% | +3.5% |
| YTD | +9.8% | +59.4% | -49.6% | +10.0% |
| 1Y | +2.9% | +173.9% | -171.0% | +2.4% |
| All | +9.2% | +378.9% | -369.7% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling