+127.4%
ADBE vs GD
+180.8%
-53.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.9% |
| 7D | -3.8% | -1.9% | -2.0% | -3.1% |
| 30D | -2.3% | +10.9% | -13.2% | -6.6% |
| 3M | -13.3% | -6.8% | -6.5% | -10.8% |
| 6M | -6.5% | +7.0% | -13.5% | -9.6% |
| YTD | -32.4% | +11.1% | -43.5% | -36.2% |
| 1Y | -28.0% | +7.0% | -35.1% | -31.0% |
| 3Y | -60.4% | +59.9% | -120.3% | -69.0% |
| 5Y | -63.4% | +102.5% | -165.9% | -74.7% |
| 10Y | +127.4% | +174.0% | -46.6% | +45.7% |
| All | +127.4% | +180.8% | -53.4% | +45.7% |
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