-3.3%
ADSK vs GTLB
-10.3%
+7.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.9% |
| 7D | -10.9% | -4.1% | -6.8% | -9.9% |
| 30D | -15.9% | +12.3% | -28.2% | -18.7% |
| 3M | -4.4% | +65.9% | -70.3% | -16.7% |
| 6M | -16.6% | +104.0% | -120.6% | -31.7% |
| YTD | -28.5% | +26.0% | -54.5% | -34.6% |
| 1Y | -34.6% | -3.5% | -31.2% | -37.0% |
| All | -3.3% | -10.3% | +7.1% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling