+30.5%
AKAM vs GPC
+74.9%
-44.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +2.8% | +0.4% | +2.3% | +2.6% |
| 30D | -6.9% | -6.3% | -0.6% | -5.6% |
| 3M | -31.8% | -8.2% | -23.7% | -30.7% |
| 6M | -47.0% | +27.1% | -74.1% | -50.9% |
| YTD | -2.1% | +3.1% | -5.2% | -4.8% |
| 1Y | -3.7% | +0.1% | -3.8% | -5.6% |
| 3Y | -23.0% | +0.2% | -23.3% | -25.8% |
| 5Y | -23.4% | +4.9% | -28.3% | -27.6% |
| All | +30.5% | +74.9% | -44.4% | +4.9% |
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