+158.6%
AWK vs GSK
+105.0%
+53.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +14.3% | +6.3% | +7.9% | +11.8% |
| 3M | +10.3% | +1.8% | +8.5% | +9.3% |
| 6M | +18.9% | +1.7% | +17.3% | +17.7% |
| YTD | +17.7% | +6.5% | +11.2% | +13.7% |
| 1Y | +16.9% | +9.5% | +7.4% | +11.7% |
| 3Y | +32.2% | +65.3% | -33.1% | +4.3% |
| 5Y | -2.2% | +43.7% | -45.9% | -19.4% |
| All | +158.6% | +105.0% | +53.6% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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