-24.8%
ADSK vs GRMN
+74.2%
-99.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -10.9% | -1.8% | -9.1% | -10.2% |
| 30D | -15.9% | -12.1% | -3.8% | -10.9% |
| 3M | -4.4% | +18.0% | -22.4% | -12.0% |
| 6M | -16.6% | +13.7% | -30.4% | -22.5% |
| YTD | -28.5% | +35.3% | -63.8% | -39.3% |
| 1Y | -34.6% | +17.2% | -51.9% | -40.7% |
| 3Y | -3.5% | +179.6% | -183.1% | -54.8% |
| All | -24.8% | +74.2% | -99.0% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling