-31.9%
ADSK vs GH
+169.0%
-200.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.2% | -8.5% | -8.3% |
| 7D | -16.4% | -0.1% | -16.3% | -16.4% |
| 30D | -9.2% | -1.1% | -8.1% | -9.2% |
| 3M | -6.7% | +21.3% | -28.0% | -8.5% |
| 6M | -15.5% | +73.5% | -89.0% | -19.9% |
| YTD | -26.4% | +58.0% | -84.4% | -29.9% |
| 1Y | -31.9% | +163.1% | -194.9% | -35.0% |
| All | -31.9% | +169.0% | -200.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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