+118.6%
GLD vs AWK
-1.1%
+119.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +4.7% | +4.1% | +0.6% | +4.4% |
| 30D | -0.9% | +18.0% | -18.9% | -2.3% |
| 3M | -4.4% | +12.2% | -16.6% | -5.4% |
| 6M | -13.6% | +21.2% | -34.8% | -15.1% |
| YTD | -6.0% | +17.6% | -23.6% | -7.6% |
| 1Y | +1.8% | +19.2% | -17.5% | -0.2% |
| 3Y | +103.2% | +26.7% | +76.4% | +96.8% |
| All | +118.6% | -1.1% | +119.6% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling