+127.4%
ADBE vs GS
+475.4%
-348.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.8% | +1.6% | -5.4% | -4.6% |
| 30D | -2.3% | +1.7% | -4.0% | -3.2% |
| 3M | -13.3% | -11.6% | -1.7% | -9.7% |
| 6M | -6.5% | -1.9% | -4.6% | -8.4% |
| YTD | -32.4% | +5.1% | -37.4% | -36.5% |
| 1Y | -28.0% | +16.4% | -44.4% | -35.5% |
| 3Y | -60.4% | +199.0% | -259.3% | -77.4% |
| 5Y | -63.4% | +157.4% | -220.9% | -78.0% |
| 10Y | +127.4% | +457.2% | -329.8% | -0.6% |
| All | +127.4% | +475.4% | -348.0% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling