-42.3%
AKAM vs GPC
+1,051.6%
-1,093.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.7% |
| 7D | -3.3% | +0.4% | -3.6% | -3.5% |
| 30D | -21.7% | -1.8% | -19.9% | -21.5% |
| 3M | -28.8% | -6.6% | -22.3% | -26.8% |
| 6M | -43.3% | +21.3% | -64.7% | -51.0% |
| YTD | -4.1% | +4.3% | -8.3% | -11.0% |
| 1Y | -3.9% | +3.3% | -7.2% | -10.5% |
| 3Y | -24.4% | +0.8% | -25.2% | -31.8% |
| 5Y | -23.8% | +7.4% | -31.1% | -36.7% |
| 10Y | +26.4% | +79.2% | -52.8% | -38.0% |
| All | -42.3% | +1,051.6% | -1,093.9% | -93.0% |
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