+215.4%
ADSK vs GPC
+86.4%
+129.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.5% | -3.2% | +0.7% | -1.2% |
| 30D | -14.9% | +0.5% | -15.4% | -15.2% |
| 3M | +3.3% | +31.7% | -28.4% | -8.5% |
| 6M | -15.7% | +24.7% | -40.4% | -24.0% |
| YTD | -28.2% | +11.8% | -40.0% | -33.0% |
| 1Y | -34.5% | -3.0% | -31.6% | -34.9% |
| 3Y | -2.9% | -1.1% | -1.8% | -8.1% |
| 5Y | -25.3% | +30.5% | -55.8% | -37.8% |
| All | +215.4% | +86.4% | +129.0% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling