+138.9%
GLD vs ADBE
-61.0%
+200.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.7% | -1.7% |
| 7D | +0.7% | -10.1% | +10.8% | +0.8% |
| 30D | +0.3% | -3.0% | +3.3% | +0.3% |
| 3M | +0.6% | +5.0% | -4.4% | +0.6% |
| 6M | -15.6% | -9.3% | -6.3% | -15.5% |
| YTD | +0.9% | -26.5% | +27.4% | +1.3% |
| 1Y | +19.4% | -28.3% | +47.7% | +19.9% |
| 3Y | +124.5% | -54.1% | +178.6% | +127.3% |
| 5Y | +138.9% | -61.2% | +200.1% | +133.0% |
| All | +138.9% | -61.0% | +200.0% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling