+525.0%
GD vs AWK
+969.7%
-444.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -5.3% | +1.7% | -7.0% | -5.9% |
| 30D | -6.4% | +5.6% | -12.0% | -8.3% |
| 3M | +5.7% | +15.9% | -10.2% | -0.1% |
| 6M | -0.9% | +4.6% | -5.5% | -3.0% |
| YTD | +8.2% | +10.1% | -1.9% | +3.7% |
| 1Y | +13.4% | +2.1% | +11.3% | +11.5% |
| 3Y | +68.5% | +9.8% | +58.6% | +57.7% |
| 5Y | +97.2% | -15.4% | +112.5% | +102.1% |
| 10Y | +190.2% | +129.4% | +60.8% | +94.7% |
| All | +525.0% | +969.7% | -444.7% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling