-36.2%
ADSK vs GGLL
+58.7%
-94.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.2% |
| 7D | -14.5% | -3.9% | -10.6% | -14.2% |
| 30D | -19.3% | -15.4% | -4.0% | -18.2% |
| 3M | -7.8% | -21.9% | +14.1% | -6.4% |
| 6M | -20.8% | +4.5% | -25.3% | -22.3% |
| YTD | -30.2% | -2.4% | -27.8% | -31.0% |
| All | -36.2% | +58.7% | -94.9% | -41.1% |
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