-26.8%
ADSK vs GTLB
-49.8%
+23.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.9% |
| 7D | -10.9% | -4.1% | -6.8% | -10.0% |
| 30D | -15.9% | +12.3% | -28.2% | -18.5% |
| 3M | -4.4% | +65.9% | -70.3% | -16.1% |
| 6M | -16.6% | +104.0% | -120.6% | -31.1% |
| YTD | -28.5% | +26.0% | -54.5% | -34.0% |
| 1Y | -34.6% | -3.5% | -31.2% | -36.3% |
| 3Y | -3.5% | -9.6% | +6.2% | -9.7% |
| All | -26.8% | -49.8% | +23.0% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling