-15.5%
ADSK vs GD
-0.9%
-14.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.8% | -6.5% | -7.8% |
| 7D | -16.4% | -5.3% | -11.2% | -15.5% |
| 30D | -9.2% | -6.4% | -2.8% | -8.0% |
| 3M | -6.7% | +5.7% | -12.4% | -6.6% |
| 6M | -15.5% | -0.9% | -14.6% | -11.9% |
| All | -15.5% | -0.9% | -14.6% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling