-29.8%
ADBE vs GGLL
+328.7%
-358.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -6.2% |
| 7D | -8.6% | -4.8% | -3.8% | -7.6% |
| 30D | +2.8% | -13.7% | +16.5% | +6.0% |
| 3M | +3.1% | -21.9% | +25.0% | +7.3% |
| 6M | -2.4% | +11.7% | -14.1% | -8.3% |
| YTD | -23.9% | +2.3% | -26.1% | -27.2% |
| 1Y | -22.6% | +76.2% | -98.8% | -37.2% |
| 3Y | -52.7% | +245.0% | -297.7% | -72.3% |
| All | -29.8% | +328.7% | -358.5% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling