+2,928.7%
ADSK vs GRMN
+6,536.9%
-3,608.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.2% |
| 7D | -14.5% | -1.4% | -13.1% | -14.1% |
| 30D | -19.3% | -13.1% | -6.2% | -15.2% |
| 3M | -7.8% | +14.9% | -22.7% | -12.7% |
| 6M | -20.8% | +13.1% | -33.9% | -24.8% |
| YTD | -30.2% | +35.3% | -65.5% | -38.1% |
| 1Y | -36.5% | +16.0% | -52.5% | -40.6% |
| 3Y | -5.7% | +179.6% | -185.3% | -37.9% |
| 5Y | -28.2% | +75.0% | -103.2% | -44.1% |
| 10Y | +209.1% | +644.1% | -435.0% | +52.2% |
| All | +2,928.7% | +6,536.9% | -3,608.3% | +652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling