+830.8%
GLW vs AWK
+969.7%
-138.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +3.8% | +1.7% | +2.0% | +3.1% |
| 30D | -1.3% | +5.6% | -6.9% | -3.6% |
| 3M | -21.8% | +15.9% | -37.7% | -27.2% |
| 6M | +6.9% | +4.6% | +2.3% | +3.1% |
| YTD | +77.2% | +10.1% | +67.1% | +66.8% |
| 1Y | +123.2% | +2.1% | +121.1% | +115.5% |
| 3Y | +400.0% | +9.8% | +390.1% | +350.6% |
| 5Y | +342.8% | -15.4% | +358.2% | +345.6% |
| 10Y | +771.4% | +129.4% | +642.0% | +417.2% |
| All | +830.8% | +969.7% | -138.9% | +122.5% |
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 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