-24.4%
AKAM vs GPC
+1.3%
-25.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | -3.3% | +0.4% | -3.6% | -3.3% |
| 30D | -21.7% | -1.8% | -19.9% | -21.6% |
| 3M | -28.8% | -6.6% | -22.3% | -28.0% |
| 6M | -43.3% | +21.3% | -64.7% | -47.4% |
| YTD | -4.1% | +4.3% | -8.3% | -7.4% |
| 1Y | -3.9% | +3.3% | -7.2% | -7.1% |
| 3Y | -24.4% | +0.8% | -25.2% | -28.6% |
| All | -24.4% | +1.3% | -25.8% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling