-11.1%
AKAM vs GGLL
+195.8%
-206.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -3.8% |
| 7D | -7.4% | +6.3% | -13.7% | -8.3% |
| 30D | -24.9% | -35.1% | +10.2% | -20.2% |
| 3M | -27.4% | -37.7% | +10.3% | -22.5% |
| 6M | -45.6% | -54.1% | +8.5% | -39.5% |
| YTD | -8.0% | -29.4% | +21.4% | -5.8% |
| 1Y | -4.1% | -13.4% | +9.3% | -6.2% |
| 3Y | -26.9% | +158.3% | -185.2% | -47.6% |
| All | -11.1% | +195.8% | -206.9% | -38.6% |
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