+486.3%
ADSK vs GWRE
+741.3%
-255.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -2.5% | -13.2% | +10.7% | +4.2% |
| 30D | -14.9% | -18.6% | +3.7% | -7.1% |
| 3M | +3.3% | +18.9% | -15.6% | -6.8% |
| 6M | -15.7% | -11.0% | -4.7% | -14.2% |
| YTD | -28.2% | -29.9% | +1.6% | -18.6% |
| 1Y | -34.5% | -44.3% | +9.8% | -17.3% |
| 3Y | -2.9% | +51.7% | -54.6% | -31.0% |
| 5Y | -25.3% | +15.4% | -40.8% | -40.6% |
| 10Y | +217.8% | +129.4% | +88.3% | +90.0% |
| All | +486.3% | +741.3% | -255.1% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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