+969.7%
AWK vs GRMN
+1,054.7%
-85.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.7% | -2.9% | +4.6% | +2.2% |
| 30D | +5.6% | -8.4% | +14.0% | +7.1% |
| 3M | +15.9% | +15.0% | +0.9% | +12.7% |
| 6M | +4.6% | +11.2% | -6.6% | +2.1% |
| YTD | +10.1% | +37.7% | -27.6% | +3.3% |
| 1Y | +2.1% | +18.5% | -16.4% | -1.9% |
| 3Y | +9.8% | +175.8% | -166.0% | -12.2% |
| 5Y | -15.4% | +75.1% | -90.5% | -27.3% |
| 10Y | +129.4% | +637.0% | -507.6% | +57.1% |
| All | +969.7% | +1,054.7% | -85.1% | +494.8% |
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