-59.8%
ADBE vs GFS
-3.9%
-55.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -10.1% | +2.6% | -12.7% | -10.6% |
| 30D | -3.0% | -16.4% | +13.4% | +0.3% |
| 3M | +5.0% | -41.6% | +46.6% | +15.6% |
| 6M | -9.3% | -3.7% | -5.6% | -15.4% |
| YTD | -26.5% | +29.3% | -55.8% | -38.6% |
| 1Y | -28.3% | +37.1% | -65.4% | -41.6% |
| 3Y | -54.1% | -22.1% | -32.0% | -56.9% |
| All | -59.8% | -3.9% | -55.8% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GFS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling