-55.3%
ADBE vs GFS
-19.7%
-35.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | -5.4% | +3.8% | -9.2% | -5.7% |
| 30D | -2.5% | -11.7% | +9.2% | -1.5% |
| 3M | +15.3% | -41.8% | +57.0% | +21.5% |
| 6M | -7.8% | +6.6% | -14.5% | -15.3% |
| YTD | -27.9% | +34.6% | -62.6% | -38.6% |
| 1Y | -28.0% | +46.2% | -74.2% | -40.4% |
| 3Y | -55.3% | -20.3% | -35.0% | -57.8% |
| All | -55.3% | -19.7% | -35.6% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling