+1,028.7%
AWK vs GRMN
+1,097.5%
-68.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +14.2% | +3.5% | +10.6% | +13.4% |
| 3M | +10.0% | -7.3% | +17.4% | +11.2% |
| 6M | +17.1% | +21.8% | -4.7% | +12.6% |
| YTD | +16.1% | +42.8% | -26.7% | +8.1% |
| 1Y | +17.5% | +46.5% | -28.9% | +8.9% |
| 3Y | +29.3% | +158.3% | -129.0% | +4.8% |
| 5Y | -3.5% | +122.6% | -126.1% | -20.5% |
| 10Y | +152.7% | +638.0% | -485.3% | +72.5% |
| All | +1,028.7% | +1,097.5% | -68.8% | +522.8% |
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