+0.6%
AKAM vs GD
+68.4%
-67.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -2.1% | -5.3% | +3.2% | 0.0% |
| 30D | -13.9% | -6.4% | -7.5% | -11.6% |
| 3M | -33.8% | +5.7% | -39.5% | -35.5% |
| 6M | +2.2% | -0.9% | +3.1% | +2.1% |
| YTD | +20.6% | +8.2% | +12.4% | +16.0% |
| 1Y | +36.3% | +13.4% | +22.9% | +29.0% |
| All | +0.6% | +68.4% | -67.7% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling