-24.9%
GFS vs AWK
+24.3%
-49.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +5.9% |
| 7D | -7.8% | +4.1% | -11.9% | -6.9% |
| 30D | -19.7% | +18.0% | -37.6% | -16.6% |
| 3M | -23.1% | +12.2% | -35.3% | -20.9% |
| 6M | -46.4% | +21.2% | -67.6% | -44.2% |
| YTD | +11.0% | +17.6% | -6.5% | +15.4% |
| 1Y | +12.6% | +19.2% | -6.6% | +17.0% |
| 3Y | -24.9% | +26.7% | -51.7% | -26.3% |
| All | -24.9% | +24.3% | -49.2% | -26.3% |
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 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