+291.6%
GDX vs AKAM
+104.5%
+187.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -3.1% |
| 7D | -5.4% | +0.6% | -6.0% | -5.4% |
| 30D | +6.6% | -8.2% | +14.7% | +7.5% |
| 3M | +30.1% | -17.6% | +47.7% | +32.7% |
| 6M | -7.1% | +2.5% | -9.6% | -7.9% |
| YTD | +12.0% | +22.8% | -10.8% | +8.0% |
| 1Y | +41.2% | +39.6% | +1.6% | +33.8% |
| 3Y | +251.0% | +2.3% | +248.6% | +241.3% |
| 5Y | +226.7% | -4.3% | +231.0% | +215.5% |
| All | +291.6% | +104.5% | +187.1% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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