+208.4%
ADSK vs GD
+189.7%
+18.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -14.3% | -3.5% | -10.9% | -12.6% |
| 30D | -14.8% | -9.0% | -5.8% | -10.3% |
| 3M | -5.7% | +5.1% | -10.8% | -8.5% |
| 6M | -18.7% | -1.0% | -17.7% | -18.7% |
| YTD | -28.3% | +7.3% | -35.6% | -31.7% |
| 1Y | -35.1% | +12.4% | -47.5% | -39.8% |
| 3Y | -3.2% | +73.7% | -76.9% | -31.8% |
| 5Y | -26.7% | +93.8% | -120.5% | -52.1% |
| 10Y | +208.4% | +190.6% | +17.8% | +52.7% |
| All | +208.4% | +189.7% | +18.7% | +52.7% |
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