+225.3%
GLDM vs AWK
+106.3%
+119.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +5.0% | +1.2% | +3.8% | +4.9% |
| 30D | -1.3% | +15.8% | -17.1% | -2.6% |
| 3M | -4.7% | +11.0% | -15.7% | -5.6% |
| 6M | -12.4% | +21.0% | -33.4% | -14.0% |
| YTD | -4.1% | +16.7% | -20.8% | -5.6% |
| 1Y | +3.3% | +17.2% | -13.8% | +1.6% |
| 3Y | +110.9% | +29.2% | +81.8% | +104.5% |
| 5Y | +124.8% | -2.3% | +127.1% | +123.0% |
| All | +225.3% | +106.3% | +119.1% | +225.4% |
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