+49.9%
GDX vs AWK
+3.3%
+46.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.9% | +0.6% | +1.3% | +2.0% |
| 30D | +9.9% | +4.3% | +5.6% | +11.1% |
| 3M | +28.2% | +12.5% | +15.7% | +32.9% |
| 6M | -2.9% | +3.3% | -6.2% | -1.6% |
| YTD | +16.0% | +9.8% | +6.2% | +20.8% |
| 1Y | +49.9% | +2.9% | +47.0% | +58.1% |
| All | +49.9% | +3.3% | +46.6% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling