-52.7%
ADBE vs FGI
-68.3%
+15.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | +0.3% |
| 7D | -4.4% | +6.9% | -11.3% | -4.5% |
| 30D | -0.2% | +3.9% | -4.2% | -0.4% |
| 3M | -9.9% | +74.3% | -84.2% | -12.0% |
| 6M | -3.5% | +28.9% | -32.4% | -5.4% |
| YTD | -32.1% | +39.1% | -71.2% | -34.2% |
| 1Y | -28.7% | +49.3% | -78.0% | -31.3% |
| 3Y | -60.2% | +5.7% | -65.9% | -62.1% |
| All | -52.7% | -68.3% | +15.5% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling