+218.2%
GLD vs AKAM
+108.8%
+109.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.8% |
| 7D | +0.1% | +5.4% | -5.2% | 0.0% |
| 30D | +0.2% | -5.9% | +6.1% | +0.4% |
| 3M | +3.2% | -19.6% | +22.9% | +3.8% |
| 6M | -14.6% | +8.5% | -23.1% | -14.8% |
| YTD | +1.8% | +26.9% | -25.2% | +1.0% |
| 1Y | +20.7% | +41.7% | -21.0% | +19.4% |
| 3Y | +126.5% | +5.8% | +120.7% | +125.1% |
| 5Y | +140.0% | -2.3% | +142.4% | +138.0% |
| 10Y | +218.2% | +111.0% | +107.3% | +216.1% |
| All | +218.2% | +108.8% | +109.4% | +216.1% |
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 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