-10.2%
ADSK vs GGLL
-11.6%
+1.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.5% | +0.5% | +6.5% |
| 7D | +11.4% | -23.1% | +34.5% | +13.5% |
| 30D | +21.9% | -32.9% | +54.8% | +25.8% |
| 3M | +13.9% | -44.9% | +58.7% | +19.2% |
| 6M | +9.1% | -49.5% | +58.6% | +14.4% |
| YTD | -8.8% | -28.9% | +20.1% | -7.5% |
| 1Y | -10.2% | -12.2% | +2.0% | -8.7% |
| All | -10.2% | -11.6% | +1.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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