+3.7%
AWK vs GME
-19.1%
+22.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -0.3% |
| 7D | -0.7% | +6.0% | -6.8% | -0.5% |
| 30D | +2.8% | +8.3% | -5.6% | +3.1% |
| 3M | +11.3% | -9.1% | +20.4% | +10.8% |
| 6M | +6.7% | -16.3% | +23.1% | +6.0% |
| YTD | +9.4% | +1.5% | +7.8% | +9.6% |
| 1Y | +3.7% | -16.3% | +20.1% | +2.6% |
| All | +3.7% | -19.1% | +22.8% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling