+599.4%
GLW vs AWK
+1,034.4%
-435.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.7% | +10.0% | +9.5% |
| 7D | -5.9% | +1.2% | -7.1% | -6.5% |
| 30D | -26.0% | +15.8% | -41.8% | -30.4% |
| 3M | -29.9% | +11.0% | -40.9% | -33.3% |
| 6M | -37.8% | +21.0% | -58.7% | -43.3% |
| YTD | +33.1% | +16.7% | +16.4% | +21.7% |
| 1Y | +36.8% | +17.2% | +19.7% | +24.5% |
| 3Y | +356.1% | +29.2% | +326.9% | +280.2% |
| 5Y | +243.8% | -2.3% | +246.1% | +223.0% |
| 10Y | +542.4% | +150.5% | +391.9% | +265.4% |
| All | +599.4% | +1,034.4% | -435.0% | +62.4% |
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