-24.5%
ADSK vs GSK
+47.2%
-71.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -3.5% | +1.0% | -2.1% |
| 30D | -14.9% | -3.4% | -11.4% | -14.5% |
| 3M | +3.3% | -8.1% | +11.4% | +4.3% |
| 6M | -15.7% | -11.1% | -4.5% | -14.6% |
| YTD | -28.2% | +0.7% | -29.0% | -28.8% |
| 1Y | -34.5% | +20.1% | -54.7% | -37.0% |
| 3Y | -2.9% | +46.1% | -49.0% | -12.0% |
| All | -24.5% | +47.2% | -71.7% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling