+215.4%
ADSK vs GSK
+80.1%
+135.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -3.5% | +1.0% | -1.4% |
| 30D | -14.9% | -3.4% | -11.4% | -14.0% |
| 3M | +3.3% | -8.1% | +11.4% | +6.0% |
| 6M | -15.7% | -11.1% | -4.5% | -13.0% |
| YTD | -28.2% | +0.7% | -29.0% | -29.5% |
| 1Y | -34.5% | +20.1% | -54.7% | -40.0% |
| 3Y | -2.9% | +46.1% | -49.0% | -20.5% |
| 5Y | -25.3% | +48.2% | -73.6% | -41.2% |
| All | +215.4% | +80.1% | +135.3% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling