-12.9%
ADSK vs GD
+8.1%
-21.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | +3.1% | -1.9% | +5.0% | +3.5% |
| 30D | +10.5% | +10.9% | -0.4% | +7.0% |
| 3M | +1.6% | -6.8% | +8.3% | +3.0% |
| 6M | +6.4% | +7.0% | -0.6% | +4.7% |
| YTD | -12.1% | +11.1% | -23.2% | -12.2% |
| 1Y | -12.9% | +7.0% | -20.0% | -11.7% |
| All | -12.9% | +8.1% | -21.1% | -11.7% |
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 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