+1.9%
AKAM vs GPN
-27.6%
+29.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.5% | -4.6% | +6.1% | +2.5% |
| 30D | -13.0% | -0.3% | -12.8% | -13.1% |
| 3M | -19.4% | +35.4% | -54.8% | -26.0% |
| 6M | +0.3% | +21.7% | -21.4% | -5.8% |
| YTD | +22.4% | +14.9% | +7.5% | +15.9% |
| 1Y | +34.8% | +3.2% | +31.6% | +32.4% |
| 3Y | +1.9% | -27.1% | +29.1% | +6.5% |
| All | +1.9% | -27.6% | +29.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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