+693.5%
GS vs AWK
+969.7%
-276.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | +1.7% | -0.8% | +0.4% |
| 30D | -1.6% | +5.6% | -7.1% | -3.4% |
| 3M | -4.5% | +15.9% | -20.3% | -9.7% |
| 6M | +20.9% | +4.6% | +16.3% | +18.0% |
| YTD | +19.9% | +10.1% | +9.8% | +14.5% |
| 1Y | +41.4% | +2.1% | +39.3% | +38.2% |
| 3Y | +239.2% | +9.8% | +229.3% | +213.6% |
| 5Y | +185.0% | -15.4% | +200.4% | +188.4% |
| 10Y | +655.0% | +129.4% | +525.6% | +375.8% |
| All | +693.5% | +969.7% | -276.2% | +97.9% |
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