-7.3%
AKAM vs GGLL
+194.0%
-201.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | -3.3% | +5.1% | -8.4% | -4.0% |
| 30D | -21.7% | -35.5% | +13.8% | -16.7% |
| 3M | -28.8% | -39.2% | +10.3% | -23.8% |
| 6M | -43.3% | -54.4% | +11.0% | -36.9% |
| YTD | -4.1% | -29.8% | +25.8% | -1.7% |
| 1Y | -3.9% | -20.4% | +16.5% | -4.4% |
| 3Y | -24.4% | +149.7% | -174.2% | -45.4% |
| All | -7.3% | +194.0% | -201.3% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling