+1,028.7%
AWK vs GME
+181.8%
+847.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -2.6% | +6.0% | -8.6% | -2.7% |
| 30D | +14.2% | -5.9% | +20.0% | +14.3% |
| 3M | +10.0% | +38.2% | -28.1% | +9.5% |
| 6M | +17.1% | +14.5% | +2.6% | +16.8% |
| YTD | +16.1% | +27.6% | -11.5% | +15.5% |
| 1Y | +17.5% | +19.9% | -2.4% | +17.0% |
| 3Y | +29.3% | +104.3% | -75.0% | +24.6% |
| 5Y | -3.5% | -49.3% | +45.8% | -5.9% |
| 10Y | +152.7% | +473.0% | -320.3% | +83.5% |
| All | +1,028.7% | +181.8% | +847.0% | +682.4% |
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 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