+19.4%
AKAM vs GPC
+6.5%
+12.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -12.4% | +4.1% | -16.5% | -12.4% |
| 30D | -20.4% | +0.1% | -20.6% | -20.5% |
| 3M | -30.3% | -3.9% | -26.4% | -30.3% |
| 6M | -18.8% | +24.4% | -43.2% | -22.6% |
| YTD | -1.5% | +5.7% | -7.2% | -4.1% |
| 1Y | +19.4% | +6.8% | +12.6% | +9.6% |
| All | +19.4% | +6.5% | +12.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling