+259.5%
ADSK vs GD
+165.7%
+93.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.0% | +2.7% | -1.6% | -0.4% |
| 30D | +14.4% | +8.6% | +5.8% | +9.2% |
| 3M | +2.5% | -7.1% | +9.6% | +6.3% |
| 6M | +14.5% | +7.5% | +7.0% | +9.2% |
| YTD | -10.7% | +9.9% | -20.6% | -16.2% |
| 1Y | -11.0% | +7.6% | -18.6% | -15.6% |
| 3Y | +25.9% | +56.2% | -30.3% | -5.2% |
| 5Y | -19.7% | +100.6% | -120.3% | -48.6% |
| All | +259.5% | +165.7% | +93.8% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling