+3.3%
AWK vs GNRC
-6.8%
+10.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | -0.2% |
| 7D | +0.6% | +3.2% | -2.6% | +0.9% |
| 30D | +4.3% | -9.5% | +13.8% | +3.4% |
| 3M | +12.5% | -28.5% | +41.1% | +9.4% |
| 6M | +3.3% | -10.0% | +13.3% | +1.4% |
| All | +3.3% | -6.8% | +10.1% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling