-31.9%
ADSK vs GFI
+45.3%
-77.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.7% | -8.3% |
| 7D | -16.4% | +3.1% | -19.5% | -16.4% |
| 30D | -9.2% | +27.1% | -36.3% | -9.0% |
| 3M | -6.7% | +21.2% | -27.9% | -6.2% |
| 6M | -15.5% | -4.5% | -11.0% | -14.8% |
| YTD | -26.4% | +11.7% | -38.1% | -26.4% |
| 1Y | -31.9% | +46.0% | -77.9% | -34.5% |
| All | -31.9% | +45.3% | -77.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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