-31.9%
ADSK vs GD
+13.1%
-45.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.8% | -6.5% | -7.7% |
| 7D | -16.4% | -5.3% | -11.2% | -15.1% |
| 30D | -9.2% | -6.4% | -2.8% | -7.4% |
| 3M | -6.7% | +5.7% | -12.4% | -7.9% |
| 6M | -15.5% | -0.9% | -14.6% | -14.0% |
| YTD | -26.4% | +8.2% | -34.5% | -27.2% |
| 1Y | -31.9% | +13.4% | -45.3% | -32.2% |
| All | -31.9% | +13.1% | -45.0% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling