+6.0%
AKAM vs GLDM
+225.0%
-219.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.2% | -3.7% |
| 7D | -7.4% | +5.0% | -12.4% | -8.1% |
| 30D | -24.9% | -1.3% | -23.6% | -24.8% |
| 3M | -27.4% | -4.7% | -22.7% | -26.8% |
| 6M | -45.6% | -12.4% | -33.3% | -44.7% |
| YTD | -8.0% | -4.1% | -3.9% | -8.2% |
| 1Y | -4.1% | +3.3% | -7.5% | -5.4% |
| 3Y | -26.9% | +110.9% | -137.8% | -36.5% |
| 5Y | -26.6% | +124.8% | -151.3% | -37.9% |
| All | +6.0% | +225.0% | -219.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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