+220.4%
GDXJ vs AKAM
-5.1%
+225.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -2.8% | +1.5% | -4.3% | -3.1% |
| 30D | +5.0% | -13.0% | +18.0% | +7.7% |
| 3M | +24.1% | -19.4% | +43.4% | +28.7% |
| 6M | -7.4% | +0.3% | -7.7% | -8.6% |
| YTD | +10.2% | +22.4% | -12.2% | +2.5% |
| 1Y | +42.5% | +34.8% | +7.7% | +28.7% |
| 3Y | +285.7% | +1.9% | +283.8% | +266.0% |
| All | +220.4% | -5.1% | +225.5% | +197.1% |
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