+10.9%
AKAM vs GLXY
-35.4%
+46.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.5% |
| 7D | +11.2% | +16.9% | -5.7% | +8.7% |
| 30D | -13.4% | -23.0% | +9.6% | -11.1% |
| 3M | -29.5% | -28.0% | -1.5% | -27.2% |
| 6M | -42.1% | -51.6% | +9.5% | -38.3% |
| YTD | -0.8% | -32.1% | +31.3% | +1.4% |
| 1Y | -3.9% | -51.5% | +47.5% | +1.2% |
| All | +10.9% | -35.4% | +46.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling