+208.4%
GLD vs AKAM
+25.2%
+183.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -6.9% | -2.8% |
| 7D | +2.8% | -3.3% | +6.1% | +2.9% |
| 30D | -4.0% | -21.7% | +17.8% | -3.2% |
| 3M | -8.2% | -28.8% | +20.6% | -7.3% |
| 6M | -14.8% | -43.3% | +28.5% | -13.4% |
| YTD | -6.8% | -4.1% | -2.7% | -6.8% |
| 1Y | -2.4% | -3.9% | +1.5% | -2.4% |
| 3Y | +105.8% | -24.4% | +130.2% | +106.6% |
| 5Y | +113.3% | -23.8% | +137.1% | +113.1% |
| 10Y | +208.4% | +26.4% | +182.0% | +209.2% |
| All | +208.4% | +25.2% | +183.2% | +209.2% |
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