+230.0%
GLW vs AKAM
-23.9%
+254.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.6% | -4.5% |
| 7D | -11.1% | -3.3% | -7.8% | -10.2% |
| 30D | -28.4% | -21.7% | -6.7% | -23.5% |
| 3M | -28.8% | -28.8% | +0.1% | -22.1% |
| 6M | -39.8% | -43.3% | +3.5% | -30.5% |
| YTD | +28.7% | -4.1% | +32.8% | +28.9% |
| 1Y | +27.7% | -3.9% | +31.6% | +27.7% |
| 3Y | +331.3% | -24.4% | +355.8% | +343.5% |
| All | +230.0% | -23.9% | +254.0% | +214.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling