+16.4%
GS vs AWK
+19.1%
-2.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.7% |
| 7D | +1.6% | +2.7% | -1.1% | +2.6% |
| 30D | +1.7% | +16.7% | -15.0% | +8.0% |
| 3M | -11.6% | +11.7% | -23.3% | -7.6% |
| 6M | -1.9% | +21.9% | -23.8% | +6.8% |
| YTD | +5.1% | +17.6% | -12.5% | +14.5% |
| 1Y | +16.4% | +19.8% | -3.4% | +28.5% |
| All | +16.4% | +19.1% | -2.7% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling