+137.3%
ADBE vs GS
+452.1%
-314.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.6% | +5.9% | -4.3% | -0.6% |
| 30D | +1.0% | +4.3% | -3.3% | -0.9% |
| 3M | -10.1% | -11.7% | +1.5% | -6.4% |
| 6M | +3.0% | -3.2% | +6.1% | +1.5% |
| YTD | -30.5% | +5.8% | -36.3% | -34.9% |
| 1Y | -27.1% | +16.0% | -43.2% | -34.6% |
| 3Y | -58.8% | +199.8% | -258.6% | -76.5% |
| 5Y | -63.0% | +155.5% | -218.6% | -77.7% |
| All | +137.3% | +452.1% | -314.8% | +1.7% |
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