-55.3%
ADBE vs GFI
+287.6%
-343.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.3% |
| 7D | -5.4% | -4.9% | -0.5% | -5.5% |
| 30D | -2.5% | +10.7% | -13.2% | -2.1% |
| 3M | +15.3% | +25.6% | -10.3% | +16.4% |
| 6M | -7.8% | -8.3% | +0.4% | -7.6% |
| YTD | -27.9% | +6.3% | -34.2% | -27.6% |
| 1Y | -28.0% | +22.1% | -50.1% | -27.4% |
| 3Y | -55.3% | +289.2% | -344.5% | -55.2% |
| All | -55.3% | +287.6% | -343.0% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling