+514.9%
GEV vs AWK
+35.0%
+479.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -0.9% |
| 7D | +3.7% | +0.1% | +3.6% | +3.9% |
| 30D | -14.7% | +14.3% | -28.9% | -6.0% |
| 3M | -23.4% | +10.3% | -33.7% | -17.2% |
| 6M | -24.3% | +18.9% | -43.3% | -13.8% |
| YTD | +23.2% | +17.7% | +5.5% | +40.6% |
| 1Y | +44.2% | +16.9% | +27.4% | +64.4% |
| All | +514.9% | +35.0% | +479.8% | +628.3% |
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 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