-33.8%
GIS vs AWK
-2.4%
-31.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +6.9% | +14.3% | -7.4% | +1.6% |
| 3M | -10.1% | +10.3% | -20.4% | -13.4% |
| 6M | +5.9% | +18.9% | -13.1% | -0.8% |
| YTD | -21.1% | +17.7% | -38.8% | -26.0% |
| 1Y | -22.5% | +16.9% | -39.3% | -27.1% |
| 3Y | -39.0% | +32.2% | -71.2% | -45.3% |
| All | -33.8% | -2.4% | -31.4% | -35.3% |
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