-24.5%
ADSK vs GAP
+8.7%
-33.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.3% |
| 7D | -2.5% | -4.1% | +1.6% | -1.6% |
| 30D | -14.9% | +6.2% | -21.1% | -16.5% |
| 3M | +3.3% | -0.7% | +4.0% | +2.9% |
| 6M | -15.7% | -7.1% | -8.5% | -15.4% |
| YTD | -28.2% | -14.1% | -14.2% | -27.1% |
| 1Y | -34.5% | -8.5% | -26.1% | -35.0% |
| 3Y | -2.9% | +115.4% | -118.3% | -35.1% |
| All | -24.5% | +8.7% | -33.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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