+21,548.7%
ADBE vs GIS
+1,482.6%
+20,066.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.9% |
| 7D | -10.1% | -8.3% | -1.8% | -7.3% |
| 30D | -3.0% | +2.2% | -5.2% | -3.7% |
| 3M | +5.0% | +15.7% | -10.7% | -0.1% |
| 6M | -9.3% | -12.0% | +2.7% | -5.5% |
| YTD | -26.5% | -15.0% | -11.5% | -22.9% |
| 1Y | -28.3% | -20.1% | -8.2% | -23.2% |
| 3Y | -54.1% | -34.6% | -19.5% | -48.5% |
| 5Y | -61.2% | -22.8% | -38.4% | -60.3% |
| 10Y | +152.5% | -18.5% | +171.0% | +142.7% |
| All | +21,548.7% | +1,482.6% | +20,066.0% | +3,903.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling