+128.4%
GLD vs AWK
+9.8%
+118.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | +1.7% | -2.3% | -0.6% |
| 30D | +4.4% | +5.6% | -1.2% | +4.1% |
| 3M | -1.1% | +15.9% | -17.0% | -2.0% |
| 6M | -13.8% | +4.6% | -18.4% | -13.9% |
| YTD | +2.6% | +10.1% | -7.4% | +1.9% |
| 1Y | +24.5% | +2.1% | +22.4% | +25.0% |
| All | +128.4% | +9.8% | +118.6% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling