-2.9%
ADSK vs GFS
-19.7%
+16.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | -2.5% | +3.8% | -6.4% | -2.9% |
| 30D | -14.9% | -11.7% | -3.2% | -13.9% |
| 3M | +3.3% | -41.8% | +45.1% | +9.2% |
| 6M | -15.7% | +6.6% | -22.3% | -22.4% |
| YTD | -28.2% | +34.6% | -62.9% | -38.7% |
| 1Y | -34.5% | +46.2% | -80.7% | -45.6% |
| 3Y | -2.9% | -20.3% | +17.4% | -5.7% |
| All | -2.9% | -19.7% | +16.8% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling