+966.9%
AWK vs GPN
+354.1%
+612.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.5% |
| 7D | +0.6% | -6.2% | +6.8% | +2.0% |
| 30D | +4.3% | +1.0% | +3.3% | +4.0% |
| 3M | +12.5% | +36.9% | -24.4% | +4.8% |
| 6M | +3.3% | +16.8% | -13.5% | -1.0% |
| YTD | +9.8% | +13.2% | -3.5% | +5.1% |
| 1Y | +2.9% | +1.4% | +1.5% | +0.8% |
| 3Y | +9.6% | -28.6% | +38.3% | +13.7% |
| 5Y | -16.7% | -47.0% | +30.3% | -9.3% |
| 10Y | +136.1% | +25.2% | +110.9% | +102.1% |
| All | +966.9% | +354.1% | +612.7% | +472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling