-16.7%
AWK vs GH
+24.4%
-41.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +4.3% | -2.6% | +6.9% | +4.4% |
| 3M | +12.5% | +25.1% | -12.6% | +11.5% |
| 6M | +3.3% | +78.5% | -75.2% | +0.8% |
| YTD | +9.8% | +59.4% | -49.6% | +7.5% |
| 1Y | +2.9% | +173.9% | -171.0% | -2.1% |
| 3Y | +9.6% | +382.7% | -373.1% | -2.3% |
| 5Y | -16.7% | +24.4% | -41.1% | -24.6% |
| All | -16.7% | +24.4% | -41.1% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling