+39.0%
AKAM vs GLDM
+248.1%
-209.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -13.9% | +4.4% | -18.3% | -14.5% |
| 3M | -33.8% | -1.1% | -32.8% | -33.8% |
| 6M | +2.2% | -13.7% | +15.8% | +3.6% |
| YTD | +20.6% | +2.8% | +17.8% | +19.1% |
| 1Y | +36.3% | +24.8% | +11.5% | +30.6% |
| 3Y | -0.1% | +127.8% | -127.9% | -14.3% |
| 5Y | -7.5% | +141.1% | -148.7% | -22.6% |
| All | +39.0% | +248.1% | -209.2% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling