+237.0%
AKAM vs GPN
+2,494.3%
-2,257.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | -4.3% | +5.8% | +3.3% |
| 30D | -13.0% | 0.0% | -13.0% | -13.4% |
| 3M | -19.4% | +35.8% | -55.2% | -30.5% |
| 6M | +0.3% | +22.0% | -21.7% | -10.4% |
| YTD | +22.4% | +15.2% | +7.2% | +10.3% |
| 1Y | +34.8% | +3.5% | +31.3% | +26.8% |
| 3Y | +1.9% | -26.9% | +28.9% | +8.2% |
| 5Y | -4.6% | -44.2% | +39.6% | +8.6% |
| 10Y | +103.4% | +27.3% | +76.1% | +34.6% |
| All | +237.0% | +2,494.3% | -2,257.3% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling