+126.1%
AWK vs GPC
+79.8%
+46.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.6% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +4.4% | -0.4% | +4.8% | +4.5% |
| 3M | +15.4% | +39.2% | -23.8% | +4.7% |
| 6M | +3.5% | +18.2% | -14.7% | -1.9% |
| YTD | +9.8% | +12.1% | -2.3% | +4.8% |
| 1Y | +3.0% | -0.7% | +3.7% | +1.8% |
| 3Y | +9.7% | -1.7% | +11.3% | +6.0% |
| 5Y | -17.2% | +29.3% | -46.4% | -27.6% |
| 10Y | +126.1% | +80.7% | +45.4% | +63.5% |
| All | +126.1% | +79.8% | +46.2% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling