+253.9%
ADSK vs GD
+180.8%
+73.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.0% |
| 7D | +3.1% | -1.9% | +5.0% | +4.0% |
| 30D | +10.5% | +10.9% | -0.4% | +4.3% |
| 3M | +1.6% | -6.8% | +8.3% | +5.2% |
| 6M | +6.4% | +7.0% | -0.6% | +1.8% |
| YTD | -12.1% | +11.1% | -23.2% | -18.1% |
| 1Y | -12.9% | +7.0% | -20.0% | -17.2% |
| 3Y | +23.5% | +59.9% | -36.4% | -8.2% |
| 5Y | -18.9% | +102.5% | -121.3% | -48.3% |
| 10Y | +253.9% | +174.0% | +79.9% | +106.8% |
| All | +253.9% | +180.8% | +73.1% | +106.8% |
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