+867.9%
GLW vs AWK
+128.1%
+739.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +16.9% | +0.6% | +16.3% | +16.7% |
| 30D | +7.0% | +4.3% | +2.7% | +5.5% |
| 3M | -3.0% | +12.5% | -15.5% | -7.2% |
| 6M | +31.0% | +3.3% | +27.7% | +28.2% |
| YTD | +93.4% | +9.8% | +83.7% | +84.9% |
| 1Y | +134.7% | +2.9% | +131.8% | +128.3% |
| 3Y | +471.8% | +9.6% | +462.2% | +425.3% |
| 5Y | +394.5% | -16.7% | +411.1% | +408.7% |
| 10Y | +867.9% | +136.1% | +731.8% | +621.1% |
| All | +867.9% | +128.1% | +739.9% | +621.1% |
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