-25.9%
ADBE vs GS
+21.8%
-47.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +1.5% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.1% | +3.9% | +0.2% | +4.7% |
| 3M | -3.5% | -11.4% | +7.9% | -5.5% |
| 6M | -2.2% | +3.7% | -5.9% | -4.0% |
| YTD | -29.0% | +7.1% | -36.1% | -30.8% |
| 1Y | -25.9% | +19.7% | -45.6% | -30.4% |
| All | -25.9% | +21.8% | -47.7% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling