-18.9%
AKAM vs GTLB
-49.4%
+30.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | -6.9% | -10.2% | +3.3% | -5.6% |
| 3M | -31.8% | +10.1% | -41.9% | -32.7% |
| 6M | -47.0% | +116.5% | -163.5% | -52.1% |
| YTD | -2.1% | +27.2% | -29.3% | -6.3% |
| 1Y | -3.7% | +8.6% | -12.2% | -6.2% |
| 3Y | -23.0% | +5.6% | -28.6% | -26.3% |
| 5Y | -23.4% | -61.8% | +38.4% | -26.5% |
| All | -18.9% | -49.4% | +30.5% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling