+2,304.6%
ADSK vs GPN
+2,487.0%
-182.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.5% | -4.6% | +2.1% | -0.3% |
| 30D | -14.9% | -0.3% | -14.6% | -14.8% |
| 3M | +3.3% | +35.4% | -32.1% | -10.7% |
| 6M | -15.7% | +21.7% | -37.3% | -24.0% |
| YTD | -28.2% | +14.9% | -43.1% | -34.2% |
| 1Y | -34.5% | +3.2% | -37.7% | -37.2% |
| 3Y | -2.9% | -27.1% | +24.2% | +5.2% |
| 5Y | -25.3% | -44.4% | +19.0% | -10.4% |
| 10Y | +217.8% | +27.0% | +190.8% | +159.4% |
| All | +2,304.6% | +2,487.0% | -182.4% | +618.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling