+79.8%
GDXJ vs AKAM
+358.8%
-278.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.5% | +0.6% |
| 7D | +0.9% | +5.4% | -4.4% | +0.1% |
| 30D | +8.8% | -5.9% | +14.7% | +9.7% |
| 3M | +29.8% | -19.6% | +49.5% | +33.9% |
| 6M | -5.8% | +8.5% | -14.3% | -8.3% |
| YTD | +13.6% | +26.9% | -13.3% | +7.1% |
| 1Y | +54.5% | +41.7% | +12.8% | +42.5% |
| 3Y | +301.4% | +5.8% | +295.6% | +282.6% |
| 5Y | +236.3% | -2.3% | +238.7% | +222.0% |
| 10Y | +240.1% | +111.0% | +129.1% | +185.4% |
| All | +79.8% | +358.8% | -278.9% | -7.4% |
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