+969.7%
AWK vs GSK
+184.4%
+785.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.6% |
| 7D | +1.7% | -1.8% | +3.6% | +2.4% |
| 30D | +5.6% | -2.2% | +7.7% | +6.3% |
| 3M | +15.9% | -1.8% | +17.7% | +16.4% |
| 6M | +4.6% | -10.6% | +15.2% | +8.3% |
| YTD | +10.1% | +4.4% | +5.6% | +7.3% |
| 1Y | +2.1% | +30.4% | -28.3% | -8.9% |
| 3Y | +9.8% | +60.1% | -50.2% | -11.3% |
| 5Y | -15.4% | +46.8% | -62.1% | -30.4% |
| 10Y | +129.4% | +79.2% | +50.2% | +70.9% |
| All | +969.7% | +184.4% | +785.3% | +514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling