-21.3%
AKAM vs GH
+45.9%
-67.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.1% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | -6.9% | -6.9% | 0.0% | -6.0% |
| 3M | -31.8% | -4.9% | -26.9% | -31.5% |
| 6M | -47.0% | +54.1% | -101.1% | -50.1% |
| YTD | -2.1% | +48.5% | -50.6% | -7.7% |
| 1Y | -3.7% | +61.2% | -64.8% | -10.0% |
| 3Y | -23.0% | +570.3% | -593.4% | -39.9% |
| All | -21.3% | +45.9% | -67.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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