+42.5%
GS vs AKAM
+34.1%
+8.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | +0.2% | -4.5% | +4.7% | +0.5% |
| 3M | -0.3% | -25.6% | +25.2% | +1.8% |
| 6M | +27.4% | +5.7% | +21.6% | +28.6% |
| YTD | +19.6% | +21.0% | -1.4% | +19.2% |
| 1Y | +42.5% | +33.9% | +8.6% | +41.6% |
| All | +42.5% | +34.1% | +8.4% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling