-60.9%
ADBE vs GAP
+8.7%
-69.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.9% |
| 7D | -5.4% | -4.1% | -1.3% | -4.7% |
| 30D | -2.5% | +6.2% | -8.7% | -3.6% |
| 3M | +15.3% | -0.7% | +16.0% | +15.1% |
| 6M | -7.8% | -7.1% | -0.7% | -8.0% |
| YTD | -27.9% | -14.1% | -13.9% | -27.3% |
| 1Y | -28.0% | -8.5% | -19.6% | -28.5% |
| 3Y | -55.3% | +115.4% | -170.7% | -65.9% |
| All | -60.9% | +8.7% | -69.6% | -70.4% |
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