+1.3%
AWK vs GNRC
+0.9%
+0.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.5% | -1.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +2.1% | -15.7% | +17.8% | +1.1% |
| 3M | +11.4% | -27.3% | +38.7% | +9.4% |
| 6M | +3.9% | -12.1% | +16.0% | +3.1% |
| YTD | +7.7% | +37.1% | -29.4% | +7.4% |
| 1Y | +1.3% | -0.5% | +1.8% | +2.6% |
| All | +1.3% | +0.9% | +0.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling