+458.9%
GS vs ADSK
+255.2%
+203.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | -0.1% | -3.7% | +3.6% | +1.1% |
| 30D | +3.7% | +11.3% | -7.7% | -0.1% |
| 3M | -10.0% | +3.3% | -13.3% | -11.8% |
| 6M | -1.0% | +10.1% | -11.1% | -6.3% |
| YTD | +7.0% | -12.2% | +19.1% | +8.5% |
| 1Y | +16.6% | -13.9% | +30.5% | +19.1% |
| 3Y | +204.4% | +23.5% | +180.9% | +170.3% |
| 5Y | +160.0% | -20.0% | +180.1% | +157.7% |
| 10Y | +458.9% | +252.3% | +206.6% | +252.3% |
| All | +458.9% | +255.2% | +203.7% | +252.3% |
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