-28.7%
ADBE vs GGLL
-15.6%
-13.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.1% |
| 7D | -4.4% | +2.9% | -7.3% | -4.6% |
| 30D | -0.2% | -33.1% | +32.9% | +2.3% |
| 3M | -9.9% | -31.2% | +21.3% | -7.9% |
| 6M | -3.5% | -49.4% | +45.9% | -1.1% |
| YTD | -32.1% | -26.8% | -5.3% | -31.7% |
| 1Y | -28.7% | -17.7% | -11.0% | -28.6% |
| All | -28.7% | -15.6% | -13.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling