-21.1%
GIS vs AWK
+132.0%
-153.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -6.4% | -2.1% | -4.2% | -5.6% |
| 30D | -6.1% | +2.1% | -8.2% | -6.8% |
| 3M | +7.8% | +11.4% | -3.5% | +3.4% |
| 6M | -8.8% | +3.9% | -12.7% | -10.3% |
| YTD | -19.1% | +7.7% | -26.8% | -21.8% |
| 1Y | -24.8% | +1.3% | -26.1% | -25.5% |
| 3Y | -37.6% | +7.2% | -44.7% | -40.2% |
| 5Y | -25.4% | -17.0% | -8.4% | -21.9% |
| All | -21.1% | +132.0% | -153.1% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling