+526.0%
GLW vs AWK
+157.1%
+368.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.6% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | -18.8% | +14.3% | -33.1% | -22.0% |
| 3M | -27.7% | +10.3% | -38.0% | -30.1% |
| 6M | -44.4% | +18.9% | -63.4% | -47.9% |
| YTD | +31.3% | +17.7% | +13.6% | +22.6% |
| 1Y | +40.0% | +16.9% | +23.2% | +30.9% |
| 3Y | +339.2% | +32.2% | +307.1% | +273.3% |
| 5Y | +229.2% | -2.2% | +231.3% | +217.3% |
| All | +526.0% | +157.1% | +368.9% | +356.5% |
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