+540.2%
GLW vs AWK
+1,042.6%
-502.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.1% |
| 7D | -13.9% | +4.1% | -18.0% | -15.4% |
| 30D | -35.0% | +18.0% | -53.0% | -39.3% |
| 3M | -32.4% | +12.2% | -44.6% | -35.8% |
| 6M | -41.3% | +21.2% | -62.6% | -46.6% |
| YTD | +21.8% | +17.6% | +4.3% | +11.2% |
| 1Y | +21.8% | +19.2% | +2.6% | +10.1% |
| 3Y | +307.7% | +26.7% | +280.9% | +243.4% |
| 5Y | +213.7% | -1.3% | +215.0% | +193.6% |
| 10Y | +509.3% | +159.7% | +349.6% | +240.8% |
| All | +540.2% | +1,042.6% | -502.4% | +48.3% |
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