+101.1%
AKAM vs GDDY
+207.2%
-106.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | +1.5% | -3.2% | +4.7% | +2.2% |
| 30D | -13.0% | +6.8% | -19.8% | -15.0% |
| 3M | -19.4% | +30.5% | -49.8% | -26.7% |
| 6M | +0.3% | +13.3% | -13.0% | -5.7% |
| YTD | +22.4% | -21.0% | +43.4% | +27.0% |
| 1Y | +34.8% | -34.0% | +68.8% | +47.8% |
| 3Y | +1.9% | +33.1% | -31.1% | -9.7% |
| 5Y | -4.6% | +30.3% | -34.9% | -16.2% |
| All | +101.1% | +207.2% | -106.1% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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