-36.0%
ADBE vs GGLL
+210.8%
-246.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | +1.6% | +7.7% | -6.1% | 0.0% |
| 30D | +1.0% | -30.2% | +31.2% | +7.5% |
| 3M | -10.1% | -31.3% | +21.1% | -4.3% |
| 6M | +3.0% | -52.1% | +55.1% | +16.9% |
| YTD | -30.5% | -25.9% | -4.7% | -30.0% |
| 1Y | -27.1% | -8.5% | -18.7% | -31.0% |
| 3Y | -58.8% | +165.5% | -224.4% | -75.1% |
| All | -36.0% | +210.8% | -246.8% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling