+694.0%
ADBE vs GWRE
+736.4%
-42.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.7% |
| 7D | -12.9% | -30.9% | +18.0% | +0.9% |
| 30D | -5.6% | -20.7% | +15.1% | +3.2% |
| 3M | +6.6% | +20.2% | -13.5% | -2.6% |
| 6M | -9.6% | -11.9% | +2.3% | -7.0% |
| YTD | -28.9% | -30.3% | +1.4% | -20.1% |
| 1Y | -28.9% | -44.6% | +15.7% | -12.3% |
| 3Y | -55.6% | +48.8% | -104.4% | -66.4% |
| 5Y | -62.2% | +14.8% | -77.0% | -68.8% |
| 10Y | +150.4% | +128.1% | +22.3% | +62.2% |
| All | +694.0% | +736.4% | -42.4% | +339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling