-16.3%
AWK vs GNRC
-58.7%
+42.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.5% | -1.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +2.1% | -15.7% | +17.8% | +3.2% |
| 3M | +11.4% | -27.3% | +38.7% | +13.4% |
| 6M | +3.9% | -12.1% | +16.0% | +3.8% |
| YTD | +7.7% | +37.1% | -29.4% | +2.9% |
| 1Y | +1.3% | -0.5% | +1.8% | -0.5% |
| 3Y | +7.2% | +61.5% | -54.3% | -2.3% |
| All | -16.3% | -58.7% | +42.4% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling