+457.2%
GS vs ADSK
+253.9%
+203.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | +1.6% | +3.1% | -1.5% | +0.6% |
| 30D | +1.7% | +10.5% | -8.9% | -1.8% |
| 3M | -11.6% | +1.6% | -13.2% | -12.9% |
| 6M | -1.9% | +6.4% | -8.3% | -6.1% |
| YTD | +5.1% | -12.1% | +17.2% | +6.5% |
| 1Y | +16.4% | -12.9% | +29.3% | +18.4% |
| 3Y | +199.0% | +23.5% | +175.4% | +165.4% |
| 5Y | +157.4% | -18.9% | +176.3% | +153.7% |
| 10Y | +457.2% | +253.9% | +203.3% | +254.3% |
| All | +457.2% | +253.9% | +203.3% | +254.3% |
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