+10.6%
AKAM vs GLDM
+216.5%
-205.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.6% |
| 7D | -3.3% | +2.9% | -6.1% | -3.8% |
| 30D | -21.7% | -3.9% | -17.8% | -21.3% |
| 3M | -28.8% | -8.1% | -20.7% | -28.0% |
| 6M | -43.3% | -14.7% | -28.6% | -42.2% |
| YTD | -4.1% | -6.6% | +2.5% | -3.9% |
| 1Y | -3.9% | -2.1% | -1.9% | -4.5% |
| 3Y | -24.4% | +107.7% | -132.1% | -34.3% |
| 5Y | -23.8% | +116.5% | -140.2% | -35.1% |
| All | +10.6% | +216.5% | -205.9% | +3.2% |
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