-58.3%
ADBE vs GFS
-3.7%
-54.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.3% | -7.0% |
| 7D | -8.6% | +1.0% | -9.6% | -8.8% |
| 30D | +2.8% | -8.6% | +11.4% | +4.2% |
| 3M | +3.1% | -46.5% | +49.7% | +16.0% |
| 6M | -2.4% | -4.8% | +2.4% | -8.7% |
| YTD | -23.9% | +29.7% | -53.5% | -36.4% |
| 1Y | -22.6% | +35.8% | -58.4% | -36.8% |
| 3Y | -52.7% | -18.3% | -34.3% | -56.4% |
| All | -58.3% | -3.7% | -54.6% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling