-10.2%
ADSK vs GFS
+15.5%
-25.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -5.9% | +13.0% | +6.1% |
| 7D | +11.4% | -12.5% | +23.9% | +9.3% |
| 30D | +21.9% | -16.9% | +38.8% | +18.9% |
| 3M | +13.9% | -22.3% | +36.1% | +10.5% |
| 6M | +9.1% | -40.2% | +49.3% | +2.6% |
| YTD | -8.8% | +16.0% | -24.7% | -17.2% |
| 1Y | -10.2% | +17.7% | -27.9% | -19.6% |
| All | -10.2% | +15.5% | -25.7% | -19.6% |
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