+39.1%
ADSK vs GH
+473.1%
-434.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.9% |
| 7D | -10.9% | -1.2% | -9.7% | -10.7% |
| 30D | -15.9% | -3.7% | -12.2% | -15.4% |
| 3M | -4.4% | +21.7% | -26.0% | -8.8% |
| 6M | -16.6% | +75.7% | -92.4% | -26.8% |
| YTD | -28.5% | +55.7% | -84.2% | -35.9% |
| 1Y | -34.6% | +181.1% | -215.8% | -48.8% |
| 3Y | -3.5% | +371.6% | -375.1% | -37.4% |
| 5Y | -25.6% | +23.2% | -48.8% | -41.0% |
| All | +39.1% | +473.1% | -434.0% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling