+1.4%
AKAM vs GTLB
-50.1%
+51.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +1.5% | -5.7% | +7.2% | +2.2% |
| 30D | -13.0% | +15.1% | -28.2% | -14.7% |
| 3M | -19.4% | +65.5% | -84.8% | -24.6% |
| 6M | +0.3% | +102.9% | -102.6% | -9.1% |
| YTD | +22.4% | +25.2% | -2.8% | +17.4% |
| 1Y | +34.8% | -5.5% | +40.4% | +33.2% |
| 3Y | +1.9% | -10.9% | +12.8% | -0.9% |
| All | +1.4% | -50.1% | +51.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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