+156.4%
ADBE vs GPC
+83.6%
+72.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -8.9% | -0.6% | -8.3% | -8.7% |
| 30D | -6.6% | +1.3% | -7.9% | -7.1% |
| 3M | +7.1% | +37.1% | -30.0% | -3.1% |
| 6M | -9.8% | +23.2% | -33.0% | -16.0% |
| YTD | -27.2% | +13.1% | -40.3% | -30.9% |
| 1Y | -28.0% | +0.9% | -28.9% | -29.1% |
| 3Y | -54.5% | -0.8% | -53.7% | -56.2% |
| 5Y | -61.5% | +31.1% | -92.6% | -66.2% |
| 10Y | +156.4% | +87.4% | +69.1% | +105.5% |
| All | +156.4% | +83.6% | +72.8% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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