+185.7%
GS vs AWK
-15.4%
+201.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | +1.7% | -0.8% | +0.8% |
| 30D | -1.6% | +5.6% | -7.1% | -2.2% |
| 3M | -4.5% | +15.9% | -20.3% | -6.3% |
| 6M | +20.9% | +4.6% | +16.3% | +20.2% |
| YTD | +19.9% | +10.1% | +9.8% | +18.1% |
| 1Y | +41.4% | +2.1% | +39.3% | +41.0% |
| 3Y | +239.2% | +9.8% | +229.3% | +223.1% |
| All | +185.7% | -15.4% | +201.1% | +167.3% |
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