+9.3%
GEHC vs ADSK
+5.5%
+3.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.5% |
| 7D | -7.6% | -14.5% | +6.9% | -2.6% |
| 30D | -10.7% | -19.3% | +8.7% | -4.1% |
| 3M | -1.2% | -7.8% | +6.6% | +1.0% |
| 6M | -13.7% | -20.8% | +7.0% | -7.5% |
| YTD | -20.4% | -30.2% | +9.8% | -10.9% |
| 1Y | -17.0% | -36.5% | +19.4% | -3.7% |
| 3Y | +0.9% | -5.7% | +6.7% | -1.2% |
| All | +9.3% | +5.5% | +3.7% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling