+148.0%
GDX vs AWK
+969.7%
-821.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -0.4% | +1.7% | -2.1% | -1.0% |
| 30D | +18.6% | +5.6% | +13.0% | +16.2% |
| 3M | +14.9% | +15.9% | -1.0% | +8.4% |
| 6M | -6.3% | +4.6% | -10.8% | -8.5% |
| YTD | +15.7% | +10.1% | +5.7% | +10.4% |
| 1Y | +54.8% | +2.1% | +52.7% | +51.3% |
| 3Y | +253.4% | +9.8% | +243.6% | +231.2% |
| 5Y | +219.7% | -15.4% | +235.0% | +228.0% |
| 10Y | +300.2% | +129.4% | +170.8% | +160.8% |
| All | +148.0% | +969.7% | -821.7% | -25.6% |
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