+128.5%
AWK vs GRMN
+677.8%
-549.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.8% | -2.6% |
| 7D | -2.1% | +2.4% | -4.6% | -2.7% |
| 30D | +2.1% | -8.5% | +10.5% | +4.1% |
| 3M | +11.4% | +19.5% | -8.1% | +6.0% |
| 6M | +3.9% | +21.2% | -17.3% | -1.9% |
| YTD | +7.7% | +41.0% | -33.4% | -2.7% |
| 1Y | +1.3% | +19.6% | -18.3% | -4.7% |
| 3Y | +7.2% | +183.8% | -176.6% | -28.9% |
| 5Y | -17.0% | +83.0% | -100.0% | -36.5% |
| All | +128.5% | +677.8% | -549.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling