+438.8%
GS vs ADSK
+255.5%
+183.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | +5.9% | +1.0% | +4.8% | +5.5% |
| 30D | +4.3% | +14.4% | -10.1% | -0.4% |
| 3M | -11.7% | +2.5% | -14.2% | -13.2% |
| 6M | -3.2% | +14.5% | -17.6% | -9.5% |
| YTD | +5.8% | -10.7% | +16.5% | +6.7% |
| 1Y | +16.0% | -11.0% | +27.0% | +17.1% |
| 3Y | +199.8% | +25.9% | +173.9% | +164.5% |
| 5Y | +155.5% | -19.7% | +175.2% | +153.1% |
| All | +438.8% | +255.5% | +183.3% | +236.9% |
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