-5.5%
ADSK vs GGLL
+226.0%
-231.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.0% |
| 7D | -14.5% | -3.9% | -10.6% | -14.0% |
| 30D | -19.3% | -15.4% | -4.0% | -17.5% |
| 3M | -7.8% | -21.9% | +14.1% | -5.5% |
| 6M | -20.8% | +4.5% | -25.3% | -22.8% |
| YTD | -30.2% | -2.4% | -27.8% | -31.5% |
| 1Y | -36.5% | +57.8% | -94.3% | -42.7% |
| All | -5.5% | +226.0% | -231.5% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling