-10.2%
ADSK vs GLXY
-57.6%
+47.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -17.0% | +24.0% | +6.4% |
| 7D | +11.4% | -26.8% | +38.3% | +10.6% |
| 30D | +21.9% | -38.3% | +60.2% | +20.9% |
| 3M | +13.9% | -36.9% | +50.8% | +13.2% |
| 6M | +9.1% | -52.1% | +61.2% | +9.1% |
| YTD | -8.8% | -37.5% | +28.8% | -9.9% |
| 1Y | -10.2% | -55.2% | +45.0% | -9.0% |
| All | -10.2% | -57.6% | +47.4% | -9.0% |
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