-25.6%
ADSK vs GPC
+29.3%
-54.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | -10.9% | -1.8% | -9.2% | -10.3% |
| 30D | -15.9% | +0.1% | -16.0% | -16.0% |
| 3M | -4.4% | +37.4% | -41.7% | -16.3% |
| 6M | -16.6% | +25.4% | -42.1% | -24.5% |
| YTD | -28.5% | +12.2% | -40.7% | -33.0% |
| 1Y | -34.6% | -0.3% | -34.3% | -35.4% |
| 3Y | -3.5% | -1.6% | -1.9% | -8.3% |
| 5Y | -25.6% | +31.0% | -56.6% | -45.7% |
| All | -25.6% | +29.3% | -54.9% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling