-31.9%
ADSK vs GRMN
+18.2%
-50.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.2% | -8.2% |
| 7D | -16.4% | -2.9% | -13.5% | -15.7% |
| 30D | -9.2% | -8.4% | -0.8% | -6.9% |
| 3M | -6.7% | +15.0% | -21.7% | -10.5% |
| 6M | -15.5% | +11.2% | -26.7% | -18.2% |
| YTD | -26.4% | +37.7% | -64.1% | -35.1% |
| 1Y | -31.9% | +18.5% | -50.4% | -35.7% |
| All | -31.9% | +18.2% | -50.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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