+562.0%
GLW vs ADBE
+129.3%
+432.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.3% |
| 7D | +1.4% | -4.4% | +5.8% | +2.4% |
| 30D | -18.2% | -0.2% | -18.0% | -18.5% |
| 3M | -24.2% | -9.9% | -14.3% | -23.5% |
| 6M | -41.7% | -3.5% | -38.2% | -43.4% |
| YTD | +38.3% | -32.1% | +70.4% | +47.9% |
| 1Y | +38.2% | -28.7% | +66.9% | +45.0% |
| 3Y | +363.4% | -60.2% | +423.6% | +472.6% |
| 5Y | +254.6% | -63.1% | +317.6% | +332.3% |
| 10Y | +562.0% | +129.2% | +432.8% | +236.4% |
| All | +562.0% | +129.3% | +432.7% | +236.4% |
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