-23.4%
AKAM vs GLDM
+104.2%
-127.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.9% |
| 7D | -10.4% | +4.7% | -15.0% | -11.0% |
| 30D | -20.6% | -0.9% | -19.7% | -20.4% |
| 3M | -29.9% | -4.3% | -25.6% | -29.4% |
| 6M | -31.9% | -13.4% | -18.5% | -31.0% |
| YTD | -4.8% | -5.8% | +1.0% | -4.9% |
| 1Y | +13.8% | +2.1% | +11.8% | +12.9% |
| 3Y | -23.4% | +105.0% | -128.4% | -32.5% |
| All | -23.4% | +104.2% | -127.6% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling