-34.8%
ADSK vs GFS
-2.1%
-32.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.0% |
| 7D | -14.5% | +4.5% | -19.0% | -15.4% |
| 30D | -19.3% | -8.2% | -11.1% | -18.0% |
| 3M | -7.8% | -38.9% | +31.1% | +0.6% |
| 6M | -20.8% | -2.9% | -17.9% | -25.9% |
| YTD | -30.2% | +31.8% | -62.0% | -41.6% |
| 1Y | -36.5% | +43.1% | -79.6% | -48.6% |
| 3Y | -5.7% | -20.6% | +14.9% | -11.6% |
| All | -34.8% | -2.1% | -32.7% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling