-4.5%
AKAM vs GPN
-44.5%
+40.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | -4.3% | +5.8% | +2.5% |
| 30D | -13.0% | 0.0% | -13.0% | -13.2% |
| 3M | -19.4% | +35.8% | -55.2% | -26.3% |
| 6M | +0.3% | +22.0% | -21.7% | -6.1% |
| YTD | +22.4% | +15.2% | +7.2% | +15.4% |
| 1Y | +34.8% | +3.5% | +31.3% | +31.1% |
| 3Y | +1.9% | -26.9% | +28.9% | +7.0% |
| All | -4.5% | -44.5% | +40.1% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling