+606.9%
GEV vs ADSK
-18.8%
+625.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.3% |
| 7D | -1.9% | -10.9% | +9.0% | +0.3% |
| 30D | -8.7% | -15.9% | +7.2% | -5.6% |
| 3M | +6.6% | -4.4% | +11.0% | +6.2% |
| 6M | +10.2% | -16.6% | +26.9% | +14.7% |
| YTD | +41.6% | -28.5% | +70.1% | +60.7% |
| 1Y | +43.9% | -34.6% | +78.5% | +73.0% |
| All | +606.9% | -18.8% | +625.7% | +585.7% |
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