+158.4%
GDX vs AKAM
+154.2%
+4.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -6.8% | +2.8% | -9.6% | -7.3% |
| 30D | -2.1% | -6.9% | +4.8% | -1.3% |
| 3M | -7.5% | -31.8% | +24.3% | -2.0% |
| 6M | -15.2% | -47.0% | +31.8% | -6.5% |
| YTD | -4.8% | -2.1% | -2.7% | -7.3% |
| 1Y | +6.7% | -3.7% | +10.4% | +4.1% |
| 3Y | +212.7% | -23.0% | +235.8% | +211.1% |
| 5Y | +151.7% | -23.4% | +175.1% | +148.5% |
| 10Y | +330.3% | +30.5% | +299.9% | +270.9% |
| All | +158.4% | +154.2% | +4.2% | +31.6% |
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