+17.0%
AKAM vs GGLL
+328.4%
-311.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -0.8% | +1.9% | -2.7% | -1.1% |
| 30D | -4.5% | -9.7% | +5.3% | -2.9% |
| 3M | -25.6% | -18.0% | -7.5% | -23.7% |
| 6M | +5.7% | +15.3% | -9.5% | +1.4% |
| YTD | +21.0% | +2.2% | +18.8% | +17.9% |
| 1Y | +33.9% | +73.1% | -39.2% | +16.0% |
| 3Y | +0.9% | +242.7% | -241.8% | -30.0% |
| All | +17.0% | +328.4% | -311.4% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling