+5.7%
ADSK vs GGLL
+328.7%
-323.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.3% | -5.9% | -7.8% |
| 7D | -16.4% | -4.8% | -11.6% | -15.6% |
| 30D | -9.2% | -13.7% | +4.5% | -6.8% |
| 3M | -6.7% | -21.9% | +15.1% | -3.5% |
| 6M | -15.5% | +11.7% | -27.2% | -19.7% |
| YTD | -26.4% | +2.3% | -28.7% | -29.0% |
| 1Y | -31.9% | +76.2% | -108.1% | -42.6% |
| 3Y | -1.0% | +245.0% | -246.0% | -36.9% |
| All | +5.7% | +328.7% | -323.0% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling