+20,355.4%
ADBE vs GAP
+2,131.7%
+18,223.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.1% |
| 7D | +1.6% | -1.9% | +3.5% | +2.0% |
| 30D | +1.0% | -7.1% | +8.1% | +2.6% |
| 3M | -10.1% | +4.1% | -14.2% | -11.6% |
| 6M | +3.0% | +1.9% | +1.1% | +0.8% |
| YTD | -30.5% | -15.2% | -15.3% | -29.8% |
| 1Y | -27.1% | -10.6% | -16.5% | -27.4% |
| 3Y | -58.8% | +74.6% | -133.4% | -68.0% |
| 5Y | -63.0% | +3.7% | -66.7% | -69.3% |
| 10Y | +134.5% | +2.4% | +132.0% | +60.2% |
| All | +20,355.4% | +2,131.7% | +18,223.8% | +2,230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling