+19.4%
AKAM vs GGLL
-11.6%
+31.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.1% |
| 7D | -12.4% | -23.1% | +10.7% | -11.3% |
| 30D | -20.4% | -32.9% | +12.5% | -18.5% |
| 3M | -30.3% | -44.9% | +14.5% | -27.7% |
| 6M | -18.8% | -49.5% | +30.8% | -15.5% |
| YTD | -1.5% | -28.9% | +27.4% | +3.7% |
| 1Y | +19.4% | -12.2% | +31.6% | +27.2% |
| All | +19.4% | -11.6% | +31.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling