-24.2%
ADSK vs GD
+97.9%
-122.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.8% | -6.5% | -7.5% |
| 7D | -16.4% | -5.3% | -11.2% | -14.3% |
| 30D | -9.2% | -6.4% | -2.8% | -6.4% |
| 3M | -6.7% | +5.7% | -12.4% | -9.3% |
| 6M | -15.5% | -0.9% | -14.6% | -15.3% |
| YTD | -26.4% | +8.2% | -34.5% | -29.4% |
| 1Y | -31.9% | +13.4% | -45.3% | -36.3% |
| 3Y | -1.0% | +68.5% | -69.5% | -26.4% |
| All | -24.2% | +97.9% | -122.1% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling