+19.4%
AKAM vs GEHC
+15.6%
+3.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.5% |
| 7D | -12.4% | +13.2% | -25.6% | -12.1% |
| 30D | -20.4% | +30.6% | -51.0% | -20.1% |
| 3M | -30.3% | +22.2% | -52.5% | -30.2% |
| 6M | -18.8% | +40.8% | -59.6% | -18.8% |
| YTD | -1.5% | +4.8% | -6.3% | -2.3% |
| 1Y | +19.4% | +15.7% | +3.7% | +21.4% |
| All | +19.4% | +15.6% | +3.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling