+20,839.3%
ADBE vs GFI
+660.1%
+20,179.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.3% |
| 7D | -12.9% | -5.1% | -7.8% | -12.8% |
| 30D | -5.6% | +13.4% | -19.1% | -5.9% |
| 3M | +6.6% | +36.2% | -29.6% | +5.8% |
| 6M | -9.6% | -9.8% | +0.3% | -9.5% |
| YTD | -28.9% | +7.7% | -36.6% | -29.3% |
| 1Y | -28.9% | +27.2% | -56.1% | -29.7% |
| 3Y | -55.6% | +300.3% | -355.9% | -57.6% |
| 5Y | -62.2% | +539.8% | -602.0% | -64.6% |
| 10Y | +150.4% | +1,058.5% | -908.1% | +130.0% |
| All | +20,839.3% | +660.1% | +20,179.2% | +22,414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling