+128.5%
GDX vs AWK
+1,034.4%
-905.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.7% |
| 7D | +15.6% | +1.2% | +14.3% | +15.1% |
| 30D | +2.4% | +15.8% | -13.3% | -3.1% |
| 3M | +1.7% | +11.0% | -9.3% | -2.3% |
| 6M | -3.3% | +21.0% | -24.3% | -10.4% |
| YTD | +6.6% | +16.7% | -10.1% | -0.7% |
| 1Y | +27.0% | +17.2% | +9.8% | +17.9% |
| 3Y | +243.4% | +29.2% | +214.2% | +202.0% |
| 5Y | +194.2% | -2.3% | +196.5% | +185.9% |
| 10Y | +310.1% | +150.5% | +159.6% | +157.1% |
| All | +128.5% | +1,034.4% | -905.9% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling