-10.2%
ADSK vs GNRC
+17.5%
-27.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -9.5% | +16.6% | +5.4% |
| 7D | +11.4% | -6.0% | +17.4% | +10.4% |
| 30D | +21.9% | -12.0% | +33.9% | +19.7% |
| 3M | +13.9% | -13.4% | +27.3% | +12.1% |
| 6M | +9.1% | -26.4% | +35.5% | +5.3% |
| YTD | -8.8% | +38.8% | -47.6% | -11.7% |
| 1Y | -10.2% | +20.9% | -31.1% | -11.4% |
| All | -10.2% | +17.5% | -27.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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