+26.1%
ADSK vs GGLL
+206.6%
-180.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.8% |
| 7D | -3.7% | +2.9% | -6.6% | -4.3% |
| 30D | +11.3% | -33.1% | +44.5% | +18.7% |
| 3M | +3.3% | -31.2% | +34.5% | +9.4% |
| 6M | +10.1% | -49.4% | +59.5% | +22.0% |
| YTD | -12.2% | -26.8% | +14.7% | -10.9% |
| 1Y | -13.9% | -17.7% | +3.8% | -15.3% |
| 3Y | +23.5% | +160.4% | -137.0% | -18.5% |
| All | +26.1% | +206.6% | -180.5% | -28.9% |
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