+1,034.4%
AWK vs GPC
+445.5%
+588.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.4% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | +15.8% | -1.1% | +16.9% | +16.0% |
| 3M | +11.0% | -6.6% | +17.7% | +13.2% |
| 6M | +21.0% | +22.2% | -1.3% | +12.9% |
| YTD | +16.7% | +5.1% | +11.7% | +13.0% |
| 1Y | +17.2% | +2.8% | +14.4% | +14.1% |
| 3Y | +29.2% | +2.4% | +26.8% | +22.6% |
| 5Y | -2.3% | +7.8% | -10.1% | -10.2% |
| 10Y | +150.5% | +87.2% | +63.3% | +75.8% |
| All | +1,034.4% | +445.5% | +588.9% | +382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling