+121.9%
ADBE vs GS
+475.5%
-353.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -4.4% | -3.2% | -1.2% | -3.3% |
| 30D | +2.8% | -2.4% | +5.2% | +3.5% |
| 3M | -8.0% | -15.7% | +7.7% | -2.5% |
| 6M | -4.3% | -6.8% | +2.4% | -4.5% |
| YTD | -31.6% | -0.1% | -31.6% | -34.5% |
| 1Y | -26.9% | +12.1% | -39.0% | -33.5% |
| 3Y | -57.7% | +185.8% | -243.5% | -75.3% |
| 5Y | -63.9% | +140.1% | -204.0% | -77.6% |
| All | +121.9% | +475.5% | -353.7% | +3.6% |
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