+132.1%
AWK vs GSK
+80.0%
+52.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -0.7% | -5.4% | +4.7% | +1.2% |
| 30D | +2.8% | -4.6% | +7.4% | +4.4% |
| 3M | +11.3% | -5.1% | +16.4% | +13.1% |
| 6M | +6.7% | -11.4% | +18.2% | +10.8% |
| YTD | +9.4% | +0.7% | +8.7% | +7.9% |
| 1Y | +3.7% | +23.0% | -19.3% | -5.6% |
| 3Y | +9.2% | +48.0% | -38.7% | -9.8% |
| 5Y | -15.7% | +48.2% | -63.9% | -32.1% |
| All | +132.1% | +80.0% | +52.0% | +70.4% |
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