-31.9%
ADSK vs GPC
+0.2%
-32.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.6% | -8.3% |
| 7D | -16.4% | +0.4% | -16.8% | -16.5% |
| 30D | -9.2% | +5.1% | -14.4% | -10.2% |
| 3M | -6.7% | +41.5% | -48.3% | -11.0% |
| 6M | -15.5% | +21.8% | -37.3% | -17.4% |
| YTD | -26.4% | +14.6% | -40.9% | -26.8% |
| 1Y | -31.9% | +1.3% | -33.2% | -29.6% |
| All | -31.9% | +0.2% | -32.1% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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