+1,680.8%
GS vs AKAM
-24.5%
+1,705.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -1.7% |
| 7D | -3.2% | -10.4% | +7.2% | -1.3% |
| 30D | -2.4% | -20.6% | +18.2% | +1.7% |
| 3M | -15.7% | -29.9% | +14.2% | -10.4% |
| 6M | -6.8% | -31.9% | +25.1% | -1.4% |
| YTD | -0.1% | -4.8% | +4.7% | -2.5% |
| 1Y | +12.1% | +13.8% | -1.7% | +5.3% |
| 3Y | +185.8% | -23.4% | +209.2% | +185.9% |
| 5Y | +140.1% | -22.6% | +162.6% | +138.0% |
| 10Y | +505.2% | +26.3% | +479.0% | +431.8% |
| All | +1,680.8% | -24.5% | +1,705.3% | +1,013.7% |
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