+139.3%
GS vs AWK
-1.1%
+140.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -3.2% | +4.1% | -7.3% | -3.6% |
| 30D | -2.4% | +18.0% | -20.4% | -4.1% |
| 3M | -15.7% | +12.2% | -28.0% | -16.8% |
| 6M | -6.8% | +21.2% | -28.0% | -9.0% |
| YTD | -0.1% | +17.6% | -17.6% | -2.3% |
| 1Y | +12.1% | +19.2% | -7.1% | +9.2% |
| 3Y | +185.8% | +26.7% | +159.1% | +162.7% |
| All | +139.3% | -1.1% | +140.4% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling