+199.8%
GS vs AWK
+31.5%
+168.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.5% |
| 7D | +5.9% | +0.1% | +5.7% | +5.9% |
| 30D | +4.3% | +14.3% | -10.0% | +6.3% |
| 3M | -11.7% | +10.3% | -21.9% | -10.4% |
| 6M | -3.2% | +18.9% | -22.1% | -0.6% |
| YTD | +5.8% | +17.7% | -11.9% | +8.6% |
| 1Y | +16.0% | +16.9% | -0.8% | +19.1% |
| 3Y | +199.8% | +32.2% | +167.6% | +183.8% |
| All | +199.8% | +31.5% | +168.3% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling