-17.9%
GFS vs AWK
+28.9%
-46.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.9% |
| 7D | +17.2% | -3.2% | +20.4% | +16.3% |
| 30D | -8.7% | +13.5% | -22.2% | -6.0% |
| 3M | -19.7% | +9.4% | -29.0% | -17.8% |
| 6M | -40.7% | +16.4% | -57.1% | -38.6% |
| YTD | +22.5% | +15.4% | +7.1% | +26.8% |
| 1Y | +25.2% | +16.8% | +8.4% | +29.6% |
| All | -17.9% | +28.9% | -46.9% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling