+206.1%
GLD vs AWK
+157.1%
+49.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -5.5% | +14.3% | -19.7% | -6.6% |
| 3M | -10.9% | +10.3% | -21.2% | -11.7% |
| 6M | -17.4% | +18.9% | -36.4% | -18.8% |
| YTD | -10.3% | +17.7% | -28.0% | -11.9% |
| 1Y | -7.2% | +16.9% | -24.0% | -8.7% |
| 3Y | +96.9% | +32.2% | +64.7% | +90.3% |
| 5Y | +103.8% | -2.2% | +105.9% | +102.0% |
| All | +206.1% | +157.1% | +49.1% | +173.2% |
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