+847.3%
AWK vs GNRC
+2,077.0%
-1,229.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.2% |
| 7D | +0.6% | +3.2% | -2.6% | +0.3% |
| 30D | +4.3% | -9.5% | +13.8% | +5.3% |
| 3M | +12.5% | -28.5% | +41.1% | +16.0% |
| 6M | +3.3% | -10.0% | +13.3% | +3.2% |
| YTD | +9.8% | +36.7% | -27.0% | +3.7% |
| 1Y | +2.9% | +2.6% | +0.3% | +0.2% |
| 3Y | +9.6% | +61.9% | -52.3% | -1.6% |
| 5Y | -16.7% | -59.0% | +42.4% | -14.0% |
| 10Y | +136.1% | +444.8% | -308.7% | +72.8% |
| All | +847.3% | +2,077.0% | -1,229.7% | +406.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling