-22.6%
ADBE vs GAP
+1.5%
-24.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.8% |
| 7D | -8.6% | -4.5% | -4.1% | -8.4% |
| 30D | +2.8% | +9.0% | -6.3% | +2.3% |
| 3M | +3.1% | +5.0% | -1.9% | +2.5% |
| 6M | -2.4% | -17.8% | +15.4% | -1.6% |
| YTD | -23.9% | -10.4% | -13.5% | -24.6% |
| 1Y | -22.6% | -3.4% | -19.2% | -26.2% |
| All | -22.6% | +1.5% | -24.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling