-6.9%
AKAM vs GPC
+29.0%
-35.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.2% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -25.6% | +39.2% | -64.7% | -33.4% |
| 6M | +5.7% | +18.2% | -12.5% | -0.7% |
| YTD | +21.0% | +12.1% | +9.0% | +14.9% |
| 1Y | +33.9% | -0.7% | +34.5% | +32.4% |
| 3Y | +0.9% | -1.7% | +2.6% | -3.4% |
| 5Y | -6.9% | +29.3% | -36.2% | -22.5% |
| All | -6.9% | +29.0% | -35.9% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling