-42.1%
AKAM vs GPC
+22.8%
-65.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.3% |
| 7D | +11.2% | -1.3% | +12.5% | +11.0% |
| 30D | -13.4% | -6.0% | -7.4% | -14.1% |
| 3M | -29.5% | -7.6% | -21.9% | -30.1% |
| 6M | -42.1% | +24.2% | -66.3% | -46.3% |
| All | -42.1% | +22.8% | -65.0% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling