+197.7%
GS vs AKAM
-24.3%
+221.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.8% | -0.4% |
| 7D | +1.6% | -3.3% | +4.8% | +2.1% |
| 30D | +1.7% | -21.7% | +23.4% | +6.1% |
| 3M | -11.6% | -28.8% | +17.3% | -6.4% |
| 6M | -1.9% | -43.3% | +41.4% | +7.7% |
| YTD | +5.1% | -4.1% | +9.1% | +0.8% |
| 1Y | +16.4% | -3.9% | +20.3% | +11.5% |
| All | +197.7% | -24.3% | +221.9% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling