+9.2%
AWK vs GME
+11.4%
-2.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.1% |
| 7D | +0.6% | +4.8% | -4.2% | +0.6% |
| 30D | +4.3% | +5.9% | -1.6% | +4.3% |
| 3M | +12.5% | -10.7% | +23.3% | +12.6% |
| 6M | +3.3% | -19.8% | +23.1% | +3.4% |
| YTD | +9.8% | -0.9% | +10.7% | +9.7% |
| 1Y | +2.9% | -15.7% | +18.6% | +2.9% |
| All | +9.2% | +11.4% | -2.2% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling