+0.6%
GLDM vs AWK
+18.2%
-17.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.8% |
| 7D | +5.0% | +1.2% | +3.8% | +5.2% |
| 30D | -1.3% | +15.8% | -17.1% | +1.2% |
| 3M | -4.7% | +11.0% | -15.7% | -2.9% |
| 6M | -12.4% | +21.0% | -33.4% | -8.7% |
| YTD | -4.1% | +16.7% | -20.8% | -0.1% |
| All | +0.6% | +18.2% | -17.6% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling