-62.2%
ADBE vs GH
+21.3%
-83.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.1% |
| 7D | -12.9% | -1.2% | -11.7% | -12.8% |
| 30D | -5.6% | -3.7% | -2.0% | -5.3% |
| 3M | +6.6% | +21.7% | -15.1% | +3.1% |
| 6M | -9.6% | +75.7% | -85.3% | -17.6% |
| YTD | -28.9% | +55.7% | -84.6% | -34.3% |
| 1Y | -28.9% | +181.1% | -210.1% | -40.6% |
| 3Y | -55.6% | +371.6% | -427.2% | -67.7% |
| 5Y | -62.2% | +23.2% | -85.4% | -67.9% |
| All | -62.2% | +21.3% | -83.5% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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