+969.7%
AWK vs GPC
+499.5%
+470.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.5% |
| 7D | +1.7% | +1.2% | +0.5% | +1.4% |
| 30D | +5.6% | +6.0% | -0.4% | +3.6% |
| 3M | +15.9% | +42.6% | -26.8% | +3.3% |
| 6M | +4.6% | +22.8% | -18.2% | -2.7% |
| YTD | +10.1% | +15.5% | -5.4% | +3.6% |
| 1Y | +2.1% | +2.0% | 0.0% | -0.1% |
| 3Y | +9.8% | -1.4% | +11.3% | +5.8% |
| 5Y | -15.4% | +30.6% | -45.9% | -27.0% |
| 10Y | +129.4% | +80.6% | +48.8% | +64.0% |
| All | +969.7% | +499.5% | +470.2% | +342.5% |
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 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