+20.0%
AWK vs GPC
+6.5%
+13.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | +7.0% | +4.1% | +2.9% | +6.2% |
| 30D | +17.0% | +0.1% | +16.9% | +16.9% |
| 3M | +12.4% | -3.9% | +16.3% | +13.1% |
| 6M | +19.6% | +24.4% | -4.8% | +16.7% |
| YTD | +17.0% | +5.7% | +11.3% | +9.2% |
| 1Y | +20.0% | +6.8% | +13.3% | +9.0% |
| All | +20.0% | +6.5% | +13.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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