-37.0%
ADBE vs GGLL
+188.6%
-225.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.2% |
| 7D | -4.4% | +3.1% | -7.5% | -5.0% |
| 30D | +2.8% | -36.3% | +39.1% | +11.5% |
| 3M | -8.0% | -40.4% | +32.3% | +0.9% |
| 6M | -4.3% | -54.6% | +50.3% | +9.6% |
| YTD | -31.6% | -31.1% | -0.5% | -30.1% |
| 1Y | -26.9% | -19.2% | -7.7% | -28.9% |
| 3Y | -57.7% | +151.5% | -209.2% | -74.3% |
| All | -37.0% | +188.6% | -225.6% | -65.1% |
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