-2.7%
AWK vs GRMN
+126.9%
-129.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | 0.0% | +1.7% | -1.6% | -0.2% |
| 30D | +15.5% | +10.2% | +5.3% | +13.9% |
| 3M | +10.0% | -4.7% | +14.7% | +10.6% |
| 6M | +20.4% | +22.3% | -1.9% | +16.4% |
| YTD | +17.1% | +46.7% | -29.6% | +9.3% |
| 1Y | +18.3% | +49.6% | -31.4% | +10.0% |
| 3Y | +30.4% | +165.3% | -134.9% | -4.5% |
| 5Y | -2.7% | +130.3% | -133.0% | -29.7% |
| All | -2.7% | +126.9% | -129.6% | -29.7% |
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