+32.2%
AWK vs GH
+584.3%
-552.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.3% |
| 7D | +0.1% | +0.6% | -0.4% | +0.2% |
| 30D | +14.3% | -6.9% | +21.2% | +14.1% |
| 3M | +10.3% | -4.9% | +15.2% | +10.2% |
| 6M | +18.9% | +54.1% | -35.1% | +19.6% |
| YTD | +17.7% | +48.5% | -30.8% | +18.4% |
| 1Y | +16.9% | +61.2% | -44.3% | +17.6% |
| 3Y | +32.2% | +570.3% | -538.2% | +22.4% |
| All | +32.2% | +584.3% | -552.1% | +22.4% |
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