+206.1%
GLD vs AKAM
+29.8%
+176.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -4.6% | +2.8% | -7.4% | -4.7% |
| 30D | -5.5% | -6.9% | +1.4% | -5.3% |
| 3M | -10.9% | -31.8% | +20.9% | -9.9% |
| 6M | -17.4% | -47.0% | +29.6% | -15.9% |
| YTD | -10.3% | -2.1% | -8.2% | -10.4% |
| 1Y | -7.2% | -3.7% | -3.5% | -7.2% |
| 3Y | +96.9% | -23.0% | +120.0% | +97.6% |
| 5Y | +103.8% | -23.4% | +127.2% | +103.5% |
| All | +206.1% | +29.8% | +176.3% | +207.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling