+1.7%
AWK vs GLXY
+7.0%
-5.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | -0.4% |
| 7D | +0.6% | +4.5% | -3.9% | +0.9% |
| 30D | +4.3% | +28.8% | -24.6% | +5.7% |
| 3M | +12.5% | -23.0% | +35.6% | +12.1% |
| 6M | +3.3% | +17.0% | -13.7% | +4.6% |
| YTD | +9.8% | +12.5% | -2.7% | +11.9% |
| 1Y | +2.9% | -5.4% | +8.3% | +4.8% |
| All | +1.7% | +7.0% | -5.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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