+111.0%
AKAM vs GPC
+83.6%
+27.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.6% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | -5.9% | +1.3% | -7.2% | -6.2% |
| 3M | -19.6% | +37.1% | -56.7% | -26.6% |
| 6M | +8.5% | +23.2% | -14.7% | +1.7% |
| YTD | +26.9% | +13.1% | +13.9% | +21.2% |
| 1Y | +41.7% | +0.9% | +40.8% | +39.5% |
| 3Y | +5.8% | -0.8% | +6.6% | +2.4% |
| 5Y | -2.3% | +31.1% | -33.4% | -12.2% |
| 10Y | +111.0% | +87.4% | +23.6% | +69.3% |
| All | +111.0% | +83.6% | +27.3% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling