+157.4%
GS vs AWK
-1.3%
+158.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.4% |
| 7D | +1.6% | +2.7% | -1.1% | +1.3% |
| 30D | +1.7% | +16.7% | -15.0% | 0.0% |
| 3M | -11.6% | +11.7% | -23.3% | -12.6% |
| 6M | -1.9% | +21.9% | -23.8% | -4.3% |
| YTD | +5.1% | +17.6% | -12.5% | +2.7% |
| 1Y | +16.4% | +19.8% | -3.4% | +13.3% |
| 3Y | +199.0% | +31.0% | +168.0% | +171.1% |
| 5Y | +157.4% | -3.0% | +160.4% | +136.4% |
| All | +157.4% | -1.3% | +158.7% | +136.4% |
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