+2.6%
ADSK vs GGLL
+313.5%
-310.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | -10.9% | -5.8% | -5.1% | -9.9% |
| 30D | -15.9% | -7.2% | -8.7% | -14.7% |
| 3M | -4.4% | -17.5% | +13.2% | -2.1% |
| 6M | -16.6% | +5.1% | -21.7% | -19.8% |
| YTD | -28.5% | -1.3% | -27.2% | -30.6% |
| 1Y | -34.6% | +60.2% | -94.9% | -43.8% |
| 3Y | -3.5% | +230.8% | -234.3% | -38.0% |
| All | +2.6% | +313.5% | -310.9% | -44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling