+816.6%
GLD vs AKAM
+715.0%
+101.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.5% | -2.1% | +1.6% | -0.5% |
| 30D | +4.4% | -13.9% | +18.3% | +4.7% |
| 3M | -1.1% | -33.8% | +32.7% | -0.2% |
| 6M | -13.8% | +2.2% | -16.0% | -13.9% |
| YTD | +2.6% | +20.6% | -18.0% | +2.0% |
| 1Y | +24.5% | +36.3% | -11.8% | +23.4% |
| 3Y | +125.8% | -0.1% | +126.0% | +124.7% |
| 5Y | +137.8% | -7.5% | +145.3% | +136.5% |
| 10Y | +221.4% | +90.2% | +131.2% | +214.3% |
| All | +816.6% | +715.0% | +101.5% | +732.1% |
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 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