-58.0%
ADBE vs GTLB
-50.8%
-7.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -8.9% | -6.6% | -2.3% | -7.5% |
| 30D | -6.6% | +13.7% | -20.4% | -9.6% |
| 3M | +7.1% | +52.9% | -45.8% | -3.2% |
| 6M | -9.8% | +88.5% | -98.3% | -22.5% |
| YTD | -27.2% | +23.4% | -50.6% | -31.9% |
| 1Y | -28.0% | -3.8% | -24.2% | -29.6% |
| 3Y | -54.5% | -11.5% | -43.0% | -57.0% |
| All | -58.0% | -50.8% | -7.2% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling