-28.7%
ADSK vs GLXY
+3.8%
-32.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -2.5% | -7.3% | +4.8% | -2.5% |
| 30D | -14.9% | +15.7% | -30.6% | -14.8% |
| 3M | +3.3% | -26.7% | +30.0% | +4.7% |
| 6M | -15.7% | +13.7% | -29.4% | -16.5% |
| YTD | -28.2% | +9.1% | -37.4% | -29.0% |
| 1Y | -34.5% | -15.5% | -19.1% | -34.3% |
| All | -28.7% | +3.8% | -32.6% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling