+215.1%
GDXJ vs AWK
+132.0%
+83.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | -2.8% | -2.1% | -0.7% | -2.0% |
| 30D | +5.0% | +2.1% | +2.9% | +4.0% |
| 3M | +24.1% | +11.4% | +12.7% | +18.5% |
| 6M | -7.4% | +3.9% | -11.3% | -9.6% |
| YTD | +10.2% | +7.7% | +2.5% | +5.4% |
| 1Y | +42.5% | +1.3% | +41.2% | +39.3% |
| 3Y | +285.7% | +7.2% | +278.5% | +260.5% |
| 5Y | +231.9% | -17.0% | +248.9% | +245.6% |
| All | +215.1% | +132.0% | +83.1% | +100.1% |
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 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