+214.2%
GDX vs AKAM
+213.2%
+0.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -0.4% | -2.1% | +1.7% | 0.0% |
| 30D | +18.6% | -13.9% | +32.6% | +21.3% |
| 3M | +14.9% | -33.8% | +48.7% | +22.6% |
| 6M | -6.3% | +2.2% | -8.4% | -8.1% |
| YTD | +15.7% | +20.6% | -4.9% | +9.4% |
| 1Y | +54.8% | +36.3% | +18.5% | +42.8% |
| 3Y | +253.4% | -0.1% | +253.6% | +238.2% |
| 5Y | +219.7% | -7.5% | +227.2% | +207.3% |
| 10Y | +300.2% | +90.2% | +210.0% | +223.3% |
| All | +214.2% | +213.2% | +0.9% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling