-27.5%
AKAM vs GSK
+181.2%
-208.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.4% |
| 7D | -2.1% | -1.8% | -0.3% | -1.3% |
| 30D | -13.9% | -2.2% | -11.8% | -13.5% |
| 3M | -33.8% | -1.8% | -32.0% | -33.9% |
| 6M | +2.2% | -10.6% | +12.8% | +5.6% |
| YTD | +20.6% | +4.4% | +16.2% | +15.8% |
| 1Y | +36.3% | +30.4% | +5.9% | +17.3% |
| 3Y | -0.1% | +60.1% | -60.2% | -24.1% |
| 5Y | -7.5% | +46.8% | -54.3% | -28.5% |
| 10Y | +90.2% | +79.2% | +10.9% | +28.7% |
| All | -27.5% | +181.2% | -208.7% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 all: compounded portfolio wealth divided by compounded GSK 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…
all analysis · Full analysis span regression · 6 months rolling