+5,684.2%
ADSK vs GD
+20,741.4%
-15,057.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.9% |
| 7D | +3.1% | -1.9% | +5.0% | +3.8% |
| 30D | +10.5% | +10.9% | -0.4% | +5.5% |
| 3M | +1.6% | -6.8% | +8.3% | +4.5% |
| 6M | +6.4% | +7.0% | -0.6% | +2.7% |
| YTD | -12.1% | +11.1% | -23.2% | -16.9% |
| 1Y | -12.9% | +7.0% | -20.0% | -16.3% |
| 3Y | +23.5% | +59.9% | -36.4% | -1.4% |
| 5Y | -18.9% | +102.5% | -121.3% | -41.9% |
| 10Y | +253.9% | +174.0% | +79.9% | +119.0% |
| All | +5,684.2% | +20,741.4% | -15,057.2% | +1,102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling