-26.2%
AKAM vs GFI
+1,744.4%
-1,770.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -3.1% |
| 7D | +0.6% | -5.1% | +5.7% | +0.9% |
| 30D | -8.2% | +13.4% | -21.6% | -8.9% |
| 3M | -17.6% | +36.2% | -53.8% | -19.2% |
| 6M | +2.5% | -9.8% | +12.3% | +2.6% |
| YTD | +22.8% | +7.7% | +15.1% | +21.3% |
| 1Y | +39.6% | +27.2% | +12.4% | +36.1% |
| 3Y | +2.3% | +300.3% | -298.0% | -7.9% |
| 5Y | -4.3% | +539.8% | -544.1% | -17.2% |
| 10Y | +104.1% | +1,058.5% | -954.4% | +64.4% |
| All | -26.2% | +1,744.4% | -1,770.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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