+186.8%
GS vs AWK
+26.1%
+160.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.2% | -6.1% |
| 7D | -6.3% | +7.2% | -13.5% | -5.4% |
| 30D | -3.1% | +19.0% | -22.2% | -0.7% |
| 3M | -17.7% | +14.4% | -32.0% | -16.0% |
| 6M | -4.6% | +22.6% | -27.1% | -1.7% |
| YTD | +0.3% | +19.2% | -18.9% | +3.2% |
| 1Y | +11.7% | +19.6% | -7.8% | +14.9% |
| All | +186.8% | +26.1% | +160.8% | +177.2% |
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