+2,036.2%
GS vs AKAM
-4.3%
+2,040.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -4.5% | -33.8% | +29.3% | +2.8% |
| 6M | +20.9% | +2.2% | +18.7% | +17.9% |
| YTD | +19.9% | +20.6% | -0.7% | +12.4% |
| 1Y | +41.4% | +36.3% | +5.1% | +28.9% |
| 3Y | +239.2% | -0.1% | +239.3% | +224.0% |
| 5Y | +185.0% | -7.5% | +192.6% | +174.3% |
| 10Y | +655.0% | +90.2% | +564.8% | +515.6% |
| All | +2,036.2% | -4.3% | +2,040.6% | +1,183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling