+315.3%
GDX vs AWK
+128.1%
+187.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | +9.9% | +4.3% | +5.6% | +8.5% |
| 3M | +28.2% | +12.5% | +15.7% | +23.3% |
| 6M | -2.9% | +3.3% | -6.2% | -4.4% |
| YTD | +16.0% | +9.8% | +6.2% | +11.6% |
| 1Y | +49.9% | +2.9% | +47.0% | +46.9% |
| 3Y | +263.6% | +9.6% | +253.9% | +244.1% |
| 5Y | +233.6% | -16.7% | +250.2% | +241.8% |
| 10Y | +315.3% | +136.1% | +179.2% | +169.7% |
| All | +315.3% | +128.1% | +187.3% | +169.7% |
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