-2.1%
AWK vs GTLB
-49.4%
+47.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +0.1% | -0.7% | +0.9% | +0.2% |
| 30D | +14.3% | -10.2% | +24.5% | +14.5% |
| 3M | +10.3% | +10.1% | +0.2% | +9.9% |
| 6M | +18.9% | +116.5% | -97.5% | +16.4% |
| YTD | +17.7% | +27.2% | -9.5% | +16.8% |
| 1Y | +16.9% | +8.6% | +8.3% | +16.5% |
| 3Y | +32.2% | +5.6% | +26.6% | +29.1% |
| 5Y | -2.2% | -61.8% | +59.7% | -3.3% |
| All | -2.1% | -49.4% | +47.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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