+101.1%
AKAM vs GME
+285.6%
-184.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | +1.5% | +10.4% | -8.9% | +1.2% |
| 30D | -13.0% | +14.1% | -27.1% | -13.3% |
| 3M | -19.4% | -4.6% | -14.7% | -19.3% |
| 6M | +0.3% | -13.5% | +13.8% | +0.6% |
| YTD | +22.4% | +5.3% | +17.1% | +22.1% |
| 1Y | +34.8% | -14.9% | +49.7% | +35.2% |
| 3Y | +1.9% | +24.3% | -22.3% | -2.2% |
| 5Y | -4.6% | -55.6% | +51.0% | -7.6% |
| All | +101.1% | +285.6% | -184.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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