+130.0%
GIS vs AWK
+969.7%
-839.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -7.8% | +1.7% | -9.6% | -8.4% |
| 30D | +6.6% | +5.6% | +1.0% | +4.6% |
| 3M | +21.0% | +15.9% | +5.1% | +15.1% |
| 6M | -9.1% | +4.6% | -13.6% | -10.6% |
| YTD | -13.6% | +10.1% | -23.7% | -16.6% |
| 1Y | -18.0% | +2.1% | -20.1% | -19.0% |
| 3Y | -33.7% | +9.8% | -43.5% | -36.6% |
| 5Y | -19.4% | -15.4% | -4.1% | -17.0% |
| 10Y | -21.3% | +129.4% | -150.7% | -41.6% |
| All | +130.0% | +969.7% | -839.7% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling