-31.9%
ADSK vs GME
-15.8%
-16.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -8.2% |
| 7D | -16.4% | +7.2% | -23.6% | -17.6% |
| 30D | -9.2% | +0.8% | -10.0% | -9.4% |
| 3M | -6.7% | -14.0% | +7.2% | -4.3% |
| 6M | -15.5% | -19.7% | +4.2% | -12.9% |
| YTD | -26.4% | -4.6% | -21.8% | -25.4% |
| 1Y | -31.9% | -14.3% | -17.5% | -29.9% |
| All | -31.9% | -15.8% | -16.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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