-23.5%
AKAM vs GD
+94.5%
-118.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.4% | +7.0% |
| 7D | -10.4% | -5.0% | -5.4% | -8.4% |
| 30D | -20.6% | +8.9% | -29.5% | -23.4% |
| 3M | -29.9% | -8.0% | -21.9% | -27.5% |
| 6M | -31.9% | +2.9% | -34.8% | -33.1% |
| YTD | -4.8% | +7.1% | -11.8% | -8.1% |
| 1Y | +13.8% | +5.9% | +7.9% | +10.5% |
| 3Y | -23.4% | +53.9% | -77.2% | -36.5% |
| All | -23.5% | +94.5% | -118.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling