-31.9%
ADSK vs GLXY
+8.0%
-39.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.6% | -8.3% |
| 7D | -16.4% | +13.4% | -29.8% | -16.3% |
| 30D | -9.2% | +38.1% | -47.3% | -9.0% |
| 3M | -6.7% | -7.3% | +0.6% | -6.0% |
| 6M | -15.5% | +8.2% | -23.7% | -15.8% |
| YTD | -26.4% | +17.8% | -44.1% | -27.2% |
| 1Y | -31.9% | +14.9% | -46.8% | -30.4% |
| All | -31.9% | +8.0% | -39.9% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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