-23.0%
AKAM vs GEHC
+20.0%
-43.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.6% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | -6.9% | +21.3% | -28.2% | -10.7% |
| 3M | -31.8% | +12.6% | -44.4% | -33.7% |
| 6M | -47.0% | +34.3% | -81.3% | -50.9% |
| YTD | -2.1% | +1.4% | -3.5% | -2.8% |
| 1Y | -3.7% | +12.5% | -16.1% | -7.8% |
| 3Y | -23.0% | +19.2% | -42.3% | -26.9% |
| All | -23.0% | +20.0% | -43.0% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling