-18.0%
GIS vs ADSK
-31.6%
+13.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.3% | +5.8% | -1.3% |
| 7D | -7.8% | -16.4% | +8.6% | -5.5% |
| 30D | +6.6% | -9.2% | +15.8% | +8.0% |
| 3M | +21.0% | -6.7% | +27.7% | +20.7% |
| 6M | -9.1% | -15.5% | +6.4% | -9.1% |
| YTD | -13.6% | -26.4% | +12.8% | -14.6% |
| 1Y | -18.0% | -31.9% | +13.9% | -18.5% |
| All | -18.0% | -31.6% | +13.6% | -18.5% |
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