+101.8%
AKAM vs GRMN
+646.1%
-544.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +0.6% | -1.8% | +2.4% | +1.2% |
| 30D | -8.2% | -12.1% | +3.9% | -4.3% |
| 3M | -17.6% | +18.0% | -35.6% | -22.7% |
| 6M | +2.5% | +13.7% | -11.2% | -3.0% |
| YTD | +22.8% | +35.3% | -12.5% | +8.6% |
| 1Y | +39.6% | +17.2% | +22.3% | +29.5% |
| 3Y | +2.3% | +179.6% | -177.3% | -34.1% |
| 5Y | -4.3% | +75.6% | -79.8% | -27.3% |
| All | +101.8% | +646.1% | -544.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling