+120.2%
ADBE vs GD
+190.6%
-70.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -4.4% | -5.0% | +0.6% | -2.3% |
| 30D | +2.8% | +8.9% | -6.1% | -0.9% |
| 3M | -8.0% | -8.0% | 0.0% | -4.9% |
| 6M | -4.3% | +2.9% | -7.2% | -6.0% |
| YTD | -31.6% | +7.1% | -38.7% | -34.4% |
| 1Y | -26.9% | +5.9% | -32.8% | -29.6% |
| 3Y | -57.7% | +53.9% | -111.5% | -66.2% |
| 5Y | -63.9% | +95.4% | -159.3% | -74.4% |
| All | +120.2% | +190.6% | -70.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling