+132.1%
AWK vs GME
+271.8%
-139.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -0.4% |
| 7D | -0.7% | +6.0% | -6.8% | -0.8% |
| 30D | +2.8% | +8.3% | -5.6% | +2.7% |
| 3M | +11.3% | -9.1% | +20.4% | +11.3% |
| 6M | +6.7% | -16.3% | +23.1% | +6.8% |
| YTD | +9.4% | +1.5% | +7.8% | +9.3% |
| 1Y | +3.7% | -16.3% | +20.1% | +3.8% |
| 3Y | +9.2% | +15.1% | -5.9% | +8.3% |
| 5Y | -15.7% | -57.2% | +41.5% | -16.4% |
| All | +132.1% | +271.8% | -139.7% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling