+652.8%
GS vs AKAM
+90.0%
+562.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +0.9% | -2.1% | +3.0% | +1.5% |
| 30D | -1.6% | -13.9% | +12.4% | +1.8% |
| 3M | -4.5% | -33.8% | +29.3% | +4.8% |
| 6M | +20.9% | +2.2% | +18.7% | +16.7% |
| YTD | +19.9% | +20.6% | -0.7% | +9.1% |
| 1Y | +41.4% | +36.3% | +5.1% | +23.4% |
| 3Y | +239.2% | -0.1% | +239.3% | +215.2% |
| 5Y | +185.0% | -7.5% | +192.6% | +166.1% |
| All | +652.8% | +90.0% | +562.7% | +439.3% |
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 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