-3.5%
GEHC vs ADSK
-3.2%
-0.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -7.2% | -2.5% | -4.6% | -6.3% |
| 30D | -11.6% | -14.9% | +3.3% | -6.8% |
| 3M | -0.8% | +3.3% | -4.2% | -2.3% |
| 6M | -11.9% | -15.7% | +3.7% | -7.6% |
| YTD | -21.9% | -28.2% | +6.3% | -13.1% |
| 1Y | -17.8% | -34.5% | +16.7% | -4.9% |
| 3Y | -3.5% | -2.9% | -0.6% | -6.9% |
| All | -3.5% | -3.2% | -0.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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