+215.4%
ADSK vs GME
+285.6%
-70.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.3% |
| 7D | -2.5% | +10.4% | -12.9% | -2.8% |
| 30D | -14.9% | +14.1% | -29.0% | -15.2% |
| 3M | +3.3% | -4.6% | +8.0% | +3.4% |
| 6M | -15.7% | -13.5% | -2.1% | -15.4% |
| YTD | -28.2% | +5.3% | -33.6% | -28.4% |
| 1Y | -34.5% | -14.9% | -19.7% | -34.3% |
| 3Y | -2.9% | +24.3% | -27.2% | -7.1% |
| 5Y | -25.3% | -55.6% | +30.2% | -28.0% |
| All | +215.4% | +285.6% | -70.3% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling