-8.4%
AWK vs GTLB
-47.1%
+38.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +1.7% | +11.1% | -9.3% | +1.5% |
| 30D | +5.6% | +37.8% | -32.2% | +4.7% |
| 3M | +15.9% | +61.6% | -45.7% | +14.4% |
| 6M | +4.6% | +98.9% | -94.3% | +2.5% |
| YTD | +10.1% | +32.8% | -22.7% | +9.2% |
| 1Y | +2.1% | +14.7% | -12.6% | +1.6% |
| 3Y | +9.8% | +1.3% | +8.5% | +7.7% |
| All | -8.4% | -47.1% | +38.7% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling