+185.7%
GS vs AKAM
-7.4%
+193.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.9% | -2.1% | +3.0% | +1.4% |
| 30D | -1.6% | -13.9% | +12.4% | +1.6% |
| 3M | -4.5% | -33.8% | +29.3% | +4.3% |
| 6M | +20.9% | +2.2% | +18.7% | +16.8% |
| YTD | +19.9% | +20.6% | -0.7% | +8.7% |
| 1Y | +41.4% | +36.3% | +5.1% | +22.4% |
| 3Y | +239.2% | -0.1% | +239.3% | +212.8% |
| All | +185.7% | -7.4% | +193.1% | +170.4% |
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