+215.4%
ADSK vs GNRC
+448.8%
-233.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | -0.5% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -14.9% | -15.7% | +0.9% | -10.6% |
| 3M | +3.3% | -27.3% | +30.7% | +11.6% |
| 6M | -15.7% | -12.1% | -3.6% | -16.6% |
| YTD | -28.2% | +37.1% | -65.4% | -40.9% |
| 1Y | -34.5% | -0.5% | -34.1% | -40.2% |
| 3Y | -2.9% | +61.5% | -64.4% | -30.6% |
| 5Y | -25.3% | -58.6% | +33.2% | -14.4% |
| All | +215.4% | +448.8% | -233.5% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling