+3,313.2%
ADBE vs GS
+1,903.9%
+1,409.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -8.6% | +0.9% | -9.5% | -9.0% |
| 30D | +2.8% | -1.6% | +4.3% | +3.3% |
| 3M | +3.1% | -4.5% | +7.6% | +3.2% |
| 6M | -2.4% | +20.9% | -23.3% | -13.4% |
| YTD | -23.9% | +19.9% | -43.7% | -32.7% |
| 1Y | -22.6% | +41.4% | -64.0% | -37.1% |
| 3Y | -52.7% | +239.2% | -291.8% | -75.6% |
| 5Y | -60.0% | +185.0% | -245.1% | -77.8% |
| 10Y | +157.3% | +655.0% | -497.6% | -18.3% |
| All | +3,313.2% | +1,903.9% | +1,409.3% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling