+148.0%
ADBE vs GIS
-19.3%
+167.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.7% | -1.8% |
| 7D | -12.9% | -8.4% | -4.5% | -11.5% |
| 30D | -5.6% | -5.2% | -0.4% | -4.7% |
| 3M | +6.6% | +8.2% | -1.5% | +5.6% |
| 6M | -9.6% | -12.0% | +2.5% | -7.7% |
| YTD | -28.9% | -18.9% | -10.0% | -26.7% |
| 1Y | -28.9% | -23.6% | -5.3% | -26.1% |
| 3Y | -55.6% | -37.6% | -18.0% | -52.9% |
| 5Y | -62.2% | -25.2% | -37.0% | -62.5% |
| All | +148.0% | -19.3% | +167.3% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling