+9.7%
AWK vs GRMN
+182.7%
-173.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +4.4% | -11.3% | +15.8% | +5.0% |
| 3M | +15.4% | +17.7% | -2.3% | +14.3% |
| 6M | +3.5% | +14.2% | -10.6% | +2.7% |
| YTD | +9.8% | +37.0% | -27.2% | +7.7% |
| 1Y | +3.0% | +17.0% | -14.0% | +1.9% |
| 3Y | +9.7% | +183.2% | -173.5% | -13.6% |
| All | +9.7% | +182.7% | -173.0% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling