+222.0%
GLDM vs AWK
+110.7%
+111.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.7% |
| 7D | +1.9% | +7.2% | -5.3% | +1.3% |
| 30D | -1.7% | +19.0% | -20.7% | -3.2% |
| 3M | -3.5% | +14.4% | -17.9% | -4.7% |
| 6M | -10.1% | +22.6% | -32.7% | -11.8% |
| YTD | -5.0% | +19.2% | -24.3% | -6.8% |
| 1Y | +2.8% | +19.6% | -16.8% | +0.8% |
| 3Y | +105.1% | +26.1% | +79.0% | +99.4% |
| 5Y | +124.3% | +0.1% | +124.2% | +122.0% |
| All | +222.0% | +110.7% | +111.3% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling