+188.5%
GD vs AWK
+158.1%
+30.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -5.0% | +4.1% | -9.1% | -6.3% |
| 30D | +8.9% | +18.0% | -9.1% | +3.0% |
| 3M | -8.0% | +12.2% | -20.3% | -11.7% |
| 6M | +2.9% | +21.2% | -18.3% | -3.9% |
| YTD | +7.1% | +17.6% | -10.5% | +0.7% |
| 1Y | +5.9% | +19.2% | -13.3% | -1.0% |
| 3Y | +53.9% | +26.7% | +27.1% | +37.4% |
| 5Y | +95.4% | -1.3% | +96.7% | +90.2% |
| All | +188.5% | +158.1% | +30.5% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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