-60.9%
ADBE vs GWRE
+15.1%
-76.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -5.4% | -13.2% | +7.9% | +0.7% |
| 30D | -2.5% | -18.6% | +16.1% | +5.8% |
| 3M | +15.3% | +18.9% | -3.6% | +5.4% |
| 6M | -7.8% | -11.0% | +3.1% | -5.7% |
| YTD | -27.9% | -29.9% | +2.0% | -18.8% |
| 1Y | -28.0% | -44.3% | +16.3% | -10.6% |
| 3Y | -55.3% | +51.7% | -107.0% | -70.0% |
| All | -60.9% | +15.1% | -76.0% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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