+563.9%
GS vs AWK
+1,058.8%
-494.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.2% | -7.0% |
| 7D | -6.3% | +7.2% | -13.5% | -8.5% |
| 30D | -3.1% | +19.0% | -22.2% | -8.8% |
| 3M | -17.7% | +14.4% | -32.0% | -21.5% |
| 6M | -4.6% | +22.6% | -27.1% | -11.7% |
| YTD | +0.3% | +19.2% | -18.9% | -6.9% |
| 1Y | +11.7% | +19.6% | -7.8% | +3.4% |
| 3Y | +183.6% | +26.1% | +157.5% | +149.0% |
| 5Y | +141.0% | +0.1% | +140.9% | +128.9% |
| 10Y | +507.4% | +163.3% | +344.1% | +262.4% |
| All | +563.9% | +1,058.8% | -494.9% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling