+448.8%
GS vs AKAM
+27.0%
+421.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.8% | -0.6% |
| 7D | +1.6% | -3.3% | +4.8% | +2.3% |
| 30D | +1.7% | -21.7% | +23.4% | +7.4% |
| 3M | -11.6% | -28.8% | +17.3% | -4.8% |
| 6M | -1.9% | -43.3% | +41.4% | +10.9% |
| YTD | +5.1% | -4.1% | +9.1% | +0.2% |
| 1Y | +16.4% | -3.9% | +20.3% | +10.8% |
| 3Y | +199.0% | -24.4% | +223.4% | +195.5% |
| 5Y | +157.4% | -23.8% | +181.2% | +149.7% |
| All | +448.8% | +27.0% | +421.9% | +345.6% |
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 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