-34.5%
ADSK vs GTLB
-4.2%
-30.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | -2.5% | -5.7% | +3.2% | -0.8% |
| 30D | -14.9% | +15.1% | -30.0% | -18.8% |
| 3M | +3.3% | +65.5% | -62.1% | -11.8% |
| 6M | -15.7% | +102.9% | -118.6% | -33.0% |
| YTD | -28.2% | +25.2% | -53.5% | -37.4% |
| 1Y | -34.5% | -5.5% | -29.0% | -40.3% |
| All | -34.5% | -4.2% | -30.3% | -40.3% |
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