+97.2%
GD vs AWK
-15.4%
+112.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -5.3% | +1.7% | -7.0% | -5.7% |
| 30D | -6.4% | +5.6% | -12.0% | -7.7% |
| 3M | +5.7% | +15.9% | -10.2% | +1.8% |
| 6M | -0.9% | +4.6% | -5.5% | -2.3% |
| YTD | +8.2% | +10.1% | -1.9% | +5.2% |
| 1Y | +13.4% | +2.1% | +11.3% | +12.3% |
| 3Y | +68.5% | +9.8% | +58.6% | +61.9% |
| All | +97.2% | -15.4% | +112.6% | +97.0% |
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 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