+129.2%
ADBE vs GS
+474.9%
-345.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | -4.4% | -0.1% | -4.3% | -4.5% |
| 30D | -0.2% | +3.7% | -3.9% | -1.9% |
| 3M | -9.9% | -10.0% | +0.1% | -6.8% |
| 6M | -3.5% | -1.0% | -2.5% | -5.7% |
| YTD | -32.1% | +7.0% | -39.1% | -36.6% |
| 1Y | -28.7% | +16.6% | -45.3% | -36.1% |
| 3Y | -60.2% | +204.4% | -264.6% | -77.4% |
| 5Y | -63.1% | +160.0% | -223.1% | -77.8% |
| 10Y | +129.2% | +458.9% | -329.7% | -1.0% |
| All | +129.2% | +474.9% | -345.7% | -1.0% |
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