+151.4%
ADBE vs GFI
+1,093.3%
-941.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | -5.4% | -2.7% | -2.7% | -5.3% |
| 30D | -2.5% | +13.2% | -15.8% | -2.8% |
| 3M | +15.3% | +28.5% | -13.2% | +14.6% |
| 6M | -7.8% | -6.2% | -1.7% | -7.8% |
| YTD | -27.9% | +8.7% | -36.7% | -28.4% |
| 1Y | -28.0% | +24.8% | -52.9% | -28.9% |
| 3Y | -55.3% | +298.0% | -353.3% | -58.1% |
| 5Y | -61.7% | +546.0% | -607.7% | -65.2% |
| All | +151.4% | +1,093.3% | -941.9% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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