-16.7%
AWK vs GME
-55.8%
+39.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.1% |
| 7D | +0.6% | +4.8% | -4.2% | +0.5% |
| 30D | +4.3% | +5.9% | -1.6% | +4.2% |
| 3M | +12.5% | -10.7% | +23.3% | +12.7% |
| 6M | +3.3% | -19.8% | +23.1% | +3.6% |
| YTD | +9.8% | -0.9% | +10.7% | +9.7% |
| 1Y | +2.9% | -15.7% | +18.6% | +3.0% |
| 3Y | +9.6% | +12.3% | -2.7% | +4.2% |
| 5Y | -16.7% | -60.1% | +43.4% | -20.3% |
| All | -16.7% | -55.8% | +39.2% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling