+562.0%
GLW vs AKAM
+31.5%
+530.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +3.9% | +6.3% |
| 7D | +1.4% | +0.9% | +0.6% | +1.2% |
| 30D | -18.2% | -14.7% | -3.5% | -14.2% |
| 3M | -24.2% | -25.7% | +1.5% | -17.0% |
| 6M | -41.7% | -43.4% | +1.6% | -31.2% |
| YTD | +38.3% | -0.7% | +39.0% | +34.4% |
| 1Y | +38.2% | -4.3% | +42.5% | +35.7% |
| 3Y | +363.4% | -21.7% | +385.1% | +367.0% |
| 5Y | +254.6% | -20.7% | +275.3% | +248.1% |
| 10Y | +562.0% | +32.4% | +529.5% | +399.9% |
| All | +562.0% | +31.5% | +530.5% | +399.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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