+5.7%
AKAM vs GME
+11.4%
-5.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.4% | +4.7% |
| 7D | +5.4% | +4.8% | +0.5% | +5.3% |
| 30D | -5.9% | +5.9% | -11.7% | -6.0% |
| 3M | -19.6% | -10.7% | -8.9% | -19.5% |
| 6M | +8.5% | -19.8% | +28.3% | +8.9% |
| YTD | +26.9% | -0.9% | +27.9% | +26.9% |
| 1Y | +41.7% | -15.7% | +57.4% | +42.1% |
| All | +5.7% | +11.4% | -5.7% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling