-58.5%
ADBE vs GTLB
-50.1%
-8.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.5% |
| 7D | -5.4% | -5.7% | +0.3% | -4.1% |
| 30D | -2.5% | +15.1% | -17.7% | -5.8% |
| 3M | +15.3% | +65.5% | -50.2% | +2.3% |
| 6M | -7.8% | +102.9% | -110.7% | -22.1% |
| YTD | -27.9% | +25.2% | -53.1% | -32.8% |
| 1Y | -28.0% | -5.5% | -22.5% | -29.4% |
| 3Y | -55.3% | -10.9% | -44.4% | -57.8% |
| All | -58.5% | -50.1% | -8.3% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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