-63.7%
ADBE vs GAP
+3.6%
-67.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -3.2% | -5.2% | +2.0% | -2.4% |
| 30D | +1.0% | -6.9% | +7.9% | +2.0% |
| 3M | -7.8% | +5.7% | -13.5% | -9.0% |
| 6M | -1.0% | +0.9% | -1.9% | -2.3% |
| YTD | -31.8% | -14.5% | -17.4% | -31.4% |
| 1Y | -29.2% | -12.1% | -17.1% | -29.2% |
| 3Y | -60.1% | +72.2% | -132.2% | -67.8% |
| 5Y | -63.7% | +4.5% | -68.3% | -72.6% |
| All | -63.7% | +3.6% | -67.3% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling