+151.4%
ADBE vs GNRC
+448.8%
-297.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.6% | +0.7% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | -2.5% | -15.7% | +13.2% | +1.3% |
| 3M | +15.3% | -27.3% | +42.6% | +22.5% |
| 6M | -7.8% | -12.1% | +4.2% | -8.8% |
| YTD | -27.9% | +37.1% | -65.1% | -38.3% |
| 1Y | -28.0% | -0.5% | -27.6% | -33.0% |
| 3Y | -55.3% | +61.5% | -116.8% | -66.1% |
| 5Y | -61.7% | -58.6% | -3.2% | -56.9% |
| All | +151.4% | +448.8% | -297.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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