+457.2%
GS vs AWK
+152.9%
+304.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | +1.6% | +2.7% | -1.1% | +1.0% |
| 30D | +1.7% | +16.7% | -15.0% | -1.9% |
| 3M | -11.6% | +11.7% | -23.3% | -13.9% |
| 6M | -1.9% | +21.9% | -23.8% | -6.8% |
| YTD | +5.1% | +17.6% | -12.5% | +0.2% |
| 1Y | +16.4% | +19.8% | -3.4% | +10.3% |
| 3Y | +199.0% | +31.0% | +168.0% | +167.3% |
| 5Y | +157.4% | -3.0% | +160.4% | +151.1% |
| 10Y | +457.2% | +156.8% | +300.4% | +423.6% |
| All | +457.2% | +152.9% | +304.3% | +423.6% |
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