+478.5%
GS vs AWK
+146.2%
+332.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +1.2% | +15.8% | -14.6% | -2.1% |
| 3M | -12.4% | +11.0% | -23.4% | -14.6% |
| 6M | -2.3% | +21.0% | -23.3% | -7.0% |
| YTD | +4.6% | +16.7% | -12.1% | 0.0% |
| 1Y | +17.5% | +17.2% | +0.4% | +12.0% |
| 3Y | +202.0% | +29.2% | +172.9% | +171.2% |
| 5Y | +152.4% | -2.3% | +154.7% | +145.4% |
| 10Y | +478.5% | +150.5% | +328.0% | +448.9% |
| All | +478.5% | +146.2% | +332.3% | +448.9% |
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