+110.1%
GIS vs AWK
+1,044.2%
-934.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +6.9% | +14.3% | -7.4% | +2.2% |
| 3M | -10.1% | +10.3% | -20.4% | -13.0% |
| 6M | +5.9% | +18.9% | -13.1% | -0.1% |
| YTD | -21.1% | +17.7% | -38.8% | -25.5% |
| 1Y | -22.5% | +16.9% | -39.3% | -26.7% |
| 3Y | -39.0% | +32.2% | -71.2% | -45.0% |
| 5Y | -33.3% | -2.2% | -31.2% | -34.5% |
| 10Y | -17.0% | +156.1% | -173.2% | -40.5% |
| All | +110.1% | +1,044.2% | -934.1% | +0.3% |
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 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