-25.7%
GIS vs ADSK
-25.3%
-0.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -6.4% | -2.5% | -3.8% | -6.3% |
| 30D | -6.1% | -14.9% | +8.8% | -5.7% |
| 3M | +7.8% | +3.3% | +4.5% | +7.9% |
| 6M | -8.8% | -15.7% | +6.9% | -8.7% |
| YTD | -19.1% | -28.2% | +9.1% | -19.1% |
| 1Y | -24.8% | -34.5% | +9.8% | -24.7% |
| 3Y | -37.6% | -2.9% | -34.7% | -37.5% |
| All | -25.7% | -25.3% | -0.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling