+4,494.7%
ADSK vs GSK
+1,660.2%
+2,834.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -14.5% | -3.6% | -10.9% | -13.3% |
| 30D | -19.3% | -5.9% | -13.4% | -17.6% |
| 3M | -7.8% | -4.3% | -3.5% | -6.6% |
| 6M | -20.8% | -10.8% | -10.0% | -18.0% |
| YTD | -30.2% | +1.8% | -32.0% | -31.6% |
| 1Y | -36.5% | +23.5% | -59.9% | -42.5% |
| 3Y | -5.7% | +49.5% | -55.3% | -22.9% |
| 5Y | -28.2% | +49.7% | -77.8% | -42.3% |
| 10Y | +209.1% | +81.9% | +127.2% | +128.0% |
| All | +4,494.7% | +1,660.2% | +2,834.5% | +1,214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling