+851.8%
GLW vs ADSK
+222.2%
+629.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +7.8% | -2.5% | +10.4% | +8.6% |
| 30D | -0.4% | -14.9% | +14.4% | +3.9% |
| 3M | -5.6% | +3.3% | -8.9% | -9.3% |
| 6M | +26.7% | -15.7% | +42.4% | +28.4% |
| YTD | +91.0% | -28.2% | +119.3% | +104.3% |
| 1Y | +122.4% | -34.5% | +157.0% | +146.5% |
| 3Y | +471.0% | -2.9% | +473.9% | +428.1% |
| 5Y | +385.6% | -25.3% | +411.0% | +375.3% |
| All | +851.8% | +222.2% | +629.6% | +423.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling