-27.5%
AKAM vs GPC
+1,175.0%
-1,202.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -2.1% | +1.2% | -3.3% | -2.8% |
| 30D | -13.9% | +6.0% | -19.9% | -17.0% |
| 3M | -33.8% | +42.6% | -76.4% | -47.3% |
| 6M | +2.2% | +22.8% | -20.6% | -11.7% |
| YTD | +20.6% | +15.5% | +5.1% | +6.6% |
| 1Y | +36.3% | +2.0% | +34.3% | +29.4% |
| 3Y | -0.1% | -1.4% | +1.3% | -8.1% |
| 5Y | -7.5% | +30.6% | -38.1% | -31.4% |
| 10Y | +90.2% | +80.6% | +9.6% | -4.2% |
| All | -27.5% | +1,175.0% | -1,202.6% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling