+206.1%
GLD vs ADBE
+133.5%
+72.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -4.6% | +1.6% | -6.2% | -4.6% |
| 30D | -5.5% | +1.0% | -6.5% | -5.5% |
| 3M | -10.9% | -10.1% | -0.8% | -10.8% |
| 6M | -17.4% | +3.0% | -20.4% | -17.5% |
| YTD | -10.3% | -30.5% | +20.2% | -9.8% |
| 1Y | -7.2% | -27.1% | +20.0% | -6.7% |
| 3Y | +96.9% | -58.8% | +155.7% | +100.4% |
| 5Y | +103.8% | -63.0% | +166.8% | +106.0% |
| All | +206.1% | +133.5% | +72.7% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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