+52.4%
GEV vs ADSK
-10.6%
+63.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.0% | -16.3% | -6.7% |
| 7D | -5.1% | +11.4% | -16.6% | -1.1% |
| 30D | -15.8% | +21.9% | -37.7% | -9.7% |
| 3M | -18.2% | +13.9% | -32.0% | -12.7% |
| 6M | -22.4% | +9.1% | -31.5% | -15.5% |
| YTD | +27.7% | -8.8% | +36.5% | +54.1% |
| 1Y | +52.4% | -10.2% | +62.6% | +86.0% |
| All | +52.4% | -10.6% | +63.0% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling