-14.8%
AWK vs GPC
+30.9%
-45.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.4% |
| 7D | +1.7% | +1.2% | +0.5% | +1.4% |
| 30D | +5.6% | +6.0% | -0.4% | +4.1% |
| 3M | +15.9% | +42.6% | -26.8% | +6.6% |
| 6M | +4.6% | +22.8% | -18.2% | -0.7% |
| YTD | +10.1% | +15.5% | -5.4% | +5.1% |
| 1Y | +2.1% | +2.0% | 0.0% | +0.5% |
| 3Y | +9.8% | -1.4% | +11.3% | +7.1% |
| All | -14.8% | +30.9% | -45.7% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling