-10.2%
ADSK vs GTLB
+6.1%
-16.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | +11.4% | -9.7% | +21.1% | +15.1% |
| 30D | +21.9% | +1.7% | +20.2% | +20.6% |
| 3M | +13.9% | +43.6% | -29.7% | -0.5% |
| 6M | +9.1% | +113.0% | -103.9% | -17.0% |
| YTD | -8.8% | +39.5% | -48.3% | -23.7% |
| 1Y | -10.2% | +12.6% | -22.9% | -22.4% |
| All | -10.2% | +6.1% | -16.3% | -22.4% |
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