+77.5%
GDXJ vs AWK
+932.3%
-854.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +4.3% | +2.2% | +2.1% | +3.4% |
| 30D | +8.4% | +4.4% | +4.0% | +6.4% |
| 3M | +25.5% | +15.4% | +10.2% | +17.6% |
| 6M | -6.3% | +3.5% | -9.9% | -8.6% |
| YTD | +12.1% | +9.8% | +2.3% | +6.0% |
| 1Y | +51.1% | +3.0% | +48.1% | +46.2% |
| 3Y | +296.1% | +9.7% | +286.4% | +265.3% |
| 5Y | +228.1% | -17.2% | +245.3% | +242.1% |
| 10Y | +211.8% | +126.1% | +85.7% | +95.0% |
| All | +77.5% | +932.3% | -854.8% | -51.3% |
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