+128.5%
AWK vs GPN
+28.5%
+100.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.1% | -4.3% | +2.2% | -1.3% |
| 30D | +2.1% | 0.0% | +2.0% | +2.0% |
| 3M | +11.4% | +35.8% | -24.4% | +4.3% |
| 6M | +3.9% | +22.0% | -18.1% | -1.1% |
| YTD | +7.7% | +15.2% | -7.5% | +3.1% |
| 1Y | +1.3% | +3.5% | -2.2% | -0.9% |
| 3Y | +7.2% | -26.9% | +34.1% | +11.4% |
| 5Y | -17.0% | -44.2% | +27.2% | -9.5% |
| All | +128.5% | +28.5% | +100.0% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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