+394.5%
GLW vs AKAM
-2.4%
+396.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +0.3% |
| 7D | +16.9% | +5.4% | +11.5% | +15.3% |
| 30D | +7.0% | -5.9% | +12.8% | +8.6% |
| 3M | -3.0% | -19.6% | +16.7% | +2.0% |
| 6M | +31.0% | +8.5% | +22.5% | +27.9% |
| YTD | +93.4% | +26.9% | +66.5% | +79.6% |
| 1Y | +134.7% | +41.7% | +93.0% | +110.8% |
| 3Y | +471.8% | +5.8% | +466.0% | +434.6% |
| 5Y | +394.5% | -2.3% | +396.8% | +358.3% |
| All | +394.5% | -2.4% | +396.9% | +358.3% |
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