+4,623.3%
ADSK vs GFI
+650.5%
+3,972.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.4% |
| 7D | -2.5% | -4.9% | +2.3% | -2.3% |
| 30D | -14.9% | +10.7% | -25.6% | -15.3% |
| 3M | +3.3% | +25.6% | -22.3% | +2.0% |
| 6M | -15.7% | -8.3% | -7.4% | -15.7% |
| YTD | -28.2% | +6.3% | -34.6% | -29.0% |
| 1Y | -34.5% | +22.1% | -56.6% | -35.8% |
| 3Y | -2.9% | +289.2% | -292.1% | -11.2% |
| 5Y | -25.3% | +531.7% | -557.0% | -34.0% |
| 10Y | +217.8% | +1,043.8% | -826.0% | +166.9% |
| All | +4,623.3% | +650.5% | +3,972.8% | +3,737.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling