-23.0%
AKAM vs GGLL
+166.5%
-189.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | +2.8% | +7.7% | -4.9% | +1.7% |
| 30D | -6.9% | -30.2% | +23.3% | -3.0% |
| 3M | -31.8% | -31.3% | -0.6% | -29.0% |
| 6M | -47.0% | -52.1% | +5.1% | -42.3% |
| YTD | -2.1% | -25.9% | +23.7% | -0.6% |
| 1Y | -3.7% | -8.5% | +4.8% | -6.0% |
| 3Y | -23.0% | +165.5% | -188.6% | -40.6% |
| All | -23.0% | +166.5% | -189.6% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling