-16.7%
AWK vs GRMN
+75.7%
-92.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | +0.6% | -1.4% | +2.0% | +0.8% |
| 30D | +4.3% | -13.1% | +17.4% | +6.4% |
| 3M | +12.5% | +14.9% | -2.4% | +9.8% |
| 6M | +3.3% | +13.1% | -9.8% | +0.8% |
| YTD | +9.8% | +35.3% | -25.5% | +3.7% |
| 1Y | +2.9% | +16.0% | -13.1% | -0.4% |
| 3Y | +9.6% | +179.6% | -170.0% | -22.5% |
| 5Y | -16.7% | +75.0% | -91.7% | -35.5% |
| All | -16.7% | +75.7% | -92.3% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling