+5.7%
AKAM vs GEHC
+0.3%
+5.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.4% |
| 7D | +5.4% | -7.6% | +13.0% | +7.1% |
| 30D | -5.9% | -10.7% | +4.8% | -3.6% |
| 3M | -19.6% | -1.2% | -18.4% | -20.0% |
| 6M | +8.5% | -13.7% | +22.2% | +11.2% |
| YTD | +26.9% | -20.4% | +47.4% | +32.8% |
| 1Y | +41.7% | -17.0% | +58.7% | +45.8% |
| All | +5.7% | +0.3% | +5.4% | +2.6% |
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