+969.7%
AWK vs GME
+110.7%
+859.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | +7.2% | -5.5% | +1.6% |
| 30D | +5.6% | +0.8% | +4.8% | +5.6% |
| 3M | +15.9% | -14.0% | +29.8% | +16.1% |
| 6M | +4.6% | -19.7% | +24.3% | +4.9% |
| YTD | +10.1% | -4.6% | +14.6% | +10.0% |
| 1Y | +2.1% | -14.3% | +16.4% | +2.2% |
| 3Y | +9.8% | +4.0% | +5.8% | +7.0% |
| 5Y | -15.4% | -62.2% | +46.8% | -17.1% |
| 10Y | +129.4% | +241.4% | -112.0% | +72.0% |
| All | +969.7% | +110.7% | +859.0% | +645.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling