+32.4%
AKAM vs GD
+174.7%
-142.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +0.9% | +0.6% | +0.2% | +0.7% |
| 30D | -14.7% | +9.5% | -24.2% | -17.7% |
| 3M | -25.7% | -5.8% | -19.9% | -24.0% |
| 6M | -43.4% | +7.7% | -51.1% | -45.2% |
| YTD | -0.7% | +11.1% | -11.7% | -5.2% |
| 1Y | -4.3% | +6.1% | -10.4% | -7.1% |
| 3Y | -21.7% | +59.8% | -81.6% | -35.4% |
| 5Y | -20.7% | +104.6% | -125.3% | -41.0% |
| 10Y | +32.4% | +170.5% | -138.1% | -5.8% |
| All | +32.4% | +174.7% | -142.3% | -5.8% |
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