+5.9%
GD vs AWK
+17.7%
-11.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -5.0% | +4.1% | -9.1% | -5.6% |
| 30D | +8.9% | +18.0% | -9.1% | +6.3% |
| 3M | -8.0% | +12.2% | -20.3% | -9.7% |
| 6M | +2.9% | +21.2% | -18.3% | +0.1% |
| YTD | +7.1% | +17.6% | -10.5% | +4.7% |
| 1Y | +5.9% | +19.2% | -13.3% | +4.0% |
| All | +5.9% | +17.7% | -11.8% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling