+112.9%
GDX vs AWK
+1,037.8%
-924.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -3.8% | +15.5% | -19.3% | -8.9% |
| 3M | -5.4% | +10.0% | -15.4% | -8.9% |
| 6M | -12.7% | +20.4% | -33.1% | -19.0% |
| YTD | -0.7% | +17.1% | -17.7% | -7.6% |
| 1Y | +11.9% | +18.3% | -6.4% | +3.5% |
| 3Y | +223.9% | +30.4% | +193.5% | +183.8% |
| 5Y | +163.2% | -2.7% | +165.8% | +156.1% |
| 10Y | +349.2% | +154.7% | +194.5% | +179.4% |
| All | +112.9% | +1,037.8% | -924.9% | -37.7% |
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 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