-31.9%
ADSK vs GTLB
+14.4%
-46.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.1% | -9.3% | -8.6% |
| 7D | -16.4% | +11.1% | -27.5% | -19.3% |
| 30D | -9.2% | +37.8% | -47.0% | -18.0% |
| 3M | -6.7% | +61.6% | -68.3% | -20.0% |
| 6M | -15.5% | +98.9% | -114.4% | -32.7% |
| YTD | -26.4% | +32.8% | -59.2% | -36.8% |
| 1Y | -31.9% | +14.7% | -46.5% | -40.7% |
| All | -31.9% | +14.4% | -46.3% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling