-26.5%
ADSK vs GTLB
-50.1%
+23.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | -2.5% | -5.7% | +3.2% | -1.1% |
| 30D | -14.9% | +15.1% | -30.0% | -18.0% |
| 3M | +3.3% | +65.5% | -62.1% | -9.3% |
| 6M | -15.7% | +102.9% | -118.6% | -30.2% |
| YTD | -28.2% | +25.2% | -53.5% | -33.6% |
| 1Y | -34.5% | -5.5% | -29.0% | -35.8% |
| 3Y | -2.9% | -10.9% | +8.0% | -8.9% |
| All | -26.5% | -50.1% | +23.6% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling