+1,391.9%
GIS vs ADSK
+4,756.5%
-3,364.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.5% | -3.2% |
| 7D | -8.4% | -10.9% | +2.5% | -7.7% |
| 30D | -5.2% | -15.9% | +10.7% | -4.1% |
| 3M | +8.2% | -4.4% | +12.5% | +8.4% |
| 6M | -12.0% | -16.6% | +4.6% | -11.1% |
| YTD | -18.9% | -28.5% | +9.6% | -17.4% |
| 1Y | -23.6% | -34.6% | +11.0% | -21.8% |
| 3Y | -37.6% | -3.5% | -34.2% | -38.1% |
| 5Y | -25.2% | -25.6% | +0.4% | -25.3% |
| 10Y | -19.3% | +216.6% | -235.9% | -28.7% |
| All | +1,391.9% | +4,756.5% | -3,364.6% | +783.0% |
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 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