+1,044.2%
AWK vs GRMN
+1,084.3%
-40.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +14.3% | +1.2% | +13.1% | +14.0% |
| 3M | +10.3% | -8.9% | +19.2% | +11.8% |
| 6M | +18.9% | +23.0% | -4.1% | +14.2% |
| YTD | +17.7% | +41.2% | -23.5% | +9.8% |
| 1Y | +16.9% | +47.5% | -30.6% | +8.1% |
| 3Y | +32.2% | +155.8% | -123.6% | +7.2% |
| 5Y | -2.2% | +120.2% | -122.3% | -19.3% |
| 10Y | +156.1% | +629.9% | -473.8% | +75.1% |
| All | +1,044.2% | +1,084.3% | -40.1% | +532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling