+155.1%
AWK vs GPC
+74.2%
+80.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.6% | -1.3% | -1.3% | -2.2% |
| 30D | +14.2% | -6.0% | +20.2% | +16.1% |
| 3M | +10.0% | -7.6% | +17.7% | +12.4% |
| 6M | +17.1% | +24.2% | -7.1% | +9.6% |
| YTD | +16.1% | +2.7% | +13.4% | +13.5% |
| 1Y | +17.5% | +0.2% | +17.4% | +15.6% |
| 3Y | +29.3% | -0.8% | +30.1% | +24.4% |
| 5Y | -3.5% | +4.4% | -7.9% | -9.9% |
| All | +155.1% | +74.2% | +80.9% | +82.6% |
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