-52.4%
ADBE vs FGI
-70.6%
+18.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | -4.4% | -7.0% | +2.6% | -4.2% |
| 30D | +2.8% | -4.2% | +7.0% | +2.8% |
| 3M | -8.0% | +55.6% | -63.6% | -10.0% |
| 6M | -4.3% | -3.2% | -1.2% | -5.8% |
| YTD | -31.6% | +29.1% | -60.7% | -33.7% |
| 1Y | -26.9% | +51.0% | -77.9% | -29.6% |
| 3Y | -57.7% | +1.5% | -59.2% | -59.8% |
| All | -52.4% | -70.6% | +18.2% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling