+50.3%
AKAM vs GDDY
+390.3%
-340.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | +1.5% | -3.2% | +4.7% | +2.1% |
| 30D | -13.0% | +6.8% | -19.8% | -14.8% |
| 3M | -19.4% | +30.5% | -49.8% | -26.0% |
| 6M | +0.3% | +13.3% | -13.0% | -5.1% |
| YTD | +22.4% | -21.0% | +43.4% | +26.4% |
| 1Y | +34.8% | -34.0% | +68.8% | +46.1% |
| 3Y | +1.9% | +33.1% | -31.1% | -8.3% |
| 5Y | -4.6% | +30.3% | -34.9% | -14.8% |
| 10Y | +103.4% | +205.5% | -102.1% | +48.4% |
| All | +50.3% | +390.3% | -340.0% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling