-42.8%
AKAM vs GD
+2,079.6%
-2,122.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.4% | +7.1% |
| 7D | -10.4% | -5.0% | -5.4% | -7.7% |
| 30D | -20.6% | +8.9% | -29.5% | -24.4% |
| 3M | -29.9% | -8.0% | -21.9% | -26.7% |
| 6M | -31.9% | +2.9% | -34.8% | -33.5% |
| YTD | -4.8% | +7.1% | -11.8% | -9.4% |
| 1Y | +13.8% | +5.9% | +7.9% | +9.1% |
| 3Y | -23.4% | +53.9% | -77.2% | -41.6% |
| 5Y | -22.6% | +95.4% | -118.0% | -49.8% |
| 10Y | +26.3% | +193.5% | -167.2% | -41.0% |
| All | -42.8% | +2,079.6% | -2,122.4% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling