+233.6%
GDX vs AKAM
-2.4%
+236.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.3% |
| 7D | +1.9% | +5.4% | -3.5% | +1.0% |
| 30D | +9.9% | -5.9% | +15.8% | +10.9% |
| 3M | +28.2% | -19.6% | +47.8% | +32.4% |
| 6M | -2.9% | +8.5% | -11.4% | -5.1% |
| YTD | +16.0% | +26.9% | -11.0% | +8.9% |
| 1Y | +49.9% | +41.7% | +8.2% | +36.9% |
| 3Y | +263.6% | +5.8% | +257.8% | +247.1% |
| 5Y | +233.6% | -2.3% | +235.9% | +209.2% |
| All | +233.6% | -2.4% | +236.0% | +209.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling