+120.0%
ADBE vs GD
+185.2%
-65.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.8% |
| 7D | -5.6% | -3.0% | -2.6% | -4.4% |
| 30D | -2.0% | +9.3% | -11.3% | -5.8% |
| 3M | -10.5% | -7.2% | -3.3% | -7.8% |
| 6M | -6.2% | +5.5% | -11.7% | -8.8% |
| YTD | -32.2% | +9.5% | -41.7% | -35.6% |
| 1Y | -27.4% | +6.4% | -33.8% | -30.3% |
| 3Y | -58.9% | +59.8% | -118.8% | -67.8% |
| 5Y | -64.5% | +98.0% | -162.5% | -75.0% |
| 10Y | +120.0% | +177.4% | -57.4% | +50.0% |
| All | +120.0% | +185.2% | -65.1% | +50.0% |
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