+96.9%
GLD vs ADBE
-58.8%
+155.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -4.6% | +1.6% | -6.2% | -4.5% |
| 30D | -5.5% | +1.0% | -6.5% | -5.4% |
| 3M | -10.9% | -10.1% | -0.8% | -11.1% |
| 6M | -17.4% | +3.0% | -20.4% | -17.2% |
| YTD | -10.3% | -30.5% | +20.2% | -10.4% |
| 1Y | -7.2% | -27.1% | +20.0% | -7.3% |
| 3Y | +96.9% | -58.8% | +155.7% | +96.2% |
| All | +96.9% | -58.8% | +155.7% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling