+20.7%
AKAM vs GD
+185.2%
-164.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.6% | -4.2% |
| 7D | -7.4% | -3.0% | -4.3% | -6.3% |
| 30D | -24.9% | +9.3% | -34.2% | -27.5% |
| 3M | -27.4% | -7.2% | -20.2% | -25.3% |
| 6M | -45.6% | +5.5% | -51.1% | -47.0% |
| YTD | -8.0% | +9.5% | -17.5% | -11.7% |
| 1Y | -4.1% | +6.4% | -10.6% | -7.0% |
| 3Y | -26.9% | +59.8% | -86.7% | -39.6% |
| 5Y | -26.6% | +98.0% | -124.5% | -44.6% |
| 10Y | +20.7% | +177.4% | -156.7% | -12.3% |
| All | +20.7% | +185.2% | -164.5% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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