-31.9%
ADSK vs GPN
+8.1%
-40.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.8% | -9.1% | -8.6% |
| 7D | -16.4% | +0.8% | -17.2% | -16.7% |
| 30D | -9.2% | +5.8% | -15.0% | -11.1% |
| 3M | -6.7% | +37.0% | -43.7% | -16.1% |
| 6M | -15.5% | +20.1% | -35.7% | -21.0% |
| YTD | -26.4% | +20.4% | -46.8% | -31.1% |
| 1Y | -31.9% | +7.4% | -39.3% | -34.1% |
| All | -31.9% | +8.1% | -40.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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