+1,870.5%
ADSK vs GME
+1,127.7%
+742.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.9% | -3.0% |
| 7D | -14.5% | +4.8% | -19.4% | -14.8% |
| 30D | -19.3% | +5.9% | -25.2% | -19.6% |
| 3M | -7.8% | -10.7% | +2.9% | -7.2% |
| 6M | -20.8% | -19.8% | -1.0% | -19.7% |
| YTD | -30.2% | -0.9% | -29.3% | -30.3% |
| 1Y | -36.5% | -15.7% | -20.8% | -35.9% |
| 3Y | -5.7% | +12.3% | -18.0% | -15.0% |
| 5Y | -28.2% | -60.1% | +31.9% | -33.0% |
| 10Y | +209.1% | +265.3% | -56.2% | +23.5% |
| All | +1,870.5% | +1,127.7% | +742.8% | +459.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling