+102.5%
GD vs AWK
-1.3%
+103.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -1.9% | +2.7% | -4.6% | -2.6% |
| 30D | +10.9% | +16.7% | -5.7% | +6.7% |
| 3M | -6.8% | +11.7% | -18.5% | -9.4% |
| 6M | +7.0% | +21.9% | -14.9% | +1.6% |
| YTD | +11.1% | +17.6% | -6.5% | +6.1% |
| 1Y | +7.0% | +19.8% | -12.8% | +1.6% |
| 3Y | +59.9% | +31.0% | +28.9% | +44.5% |
| 5Y | +102.5% | -3.0% | +105.4% | +95.4% |
| All | +102.5% | -1.3% | +103.8% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling