+326.3%
GDX vs AWK
+157.1%
+169.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | -2.1% | +14.3% | -16.4% | -6.0% |
| 3M | -7.5% | +10.3% | -17.8% | -10.3% |
| 6M | -15.2% | +18.9% | -34.1% | -19.8% |
| YTD | -4.8% | +17.7% | -22.5% | -10.3% |
| 1Y | +6.7% | +16.9% | -10.1% | +0.7% |
| 3Y | +212.7% | +32.2% | +180.6% | +179.0% |
| 5Y | +151.7% | -2.2% | +153.8% | +145.6% |
| All | +326.3% | +157.1% | +169.2% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling