-31.9%
ADSK vs GFS
+37.2%
-69.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.5% | -9.8% | -8.1% |
| 7D | -16.4% | +1.0% | -17.4% | -16.3% |
| 30D | -9.2% | -8.6% | -0.6% | -9.9% |
| 3M | -6.7% | -46.5% | +39.8% | -9.7% |
| 6M | -15.5% | -4.8% | -10.7% | -20.5% |
| YTD | -26.4% | +29.7% | -56.0% | -34.6% |
| 1Y | -31.9% | +35.8% | -67.7% | -40.4% |
| All | -31.9% | +37.2% | -69.1% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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