+650.5%
GS vs ADSK
+203.1%
+447.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | +2.4% | -14.5% | +16.9% | +7.6% |
| 30D | -0.1% | -19.3% | +19.2% | +6.7% |
| 3M | +0.2% | -7.8% | +8.0% | +1.1% |
| 6M | +24.8% | -20.8% | +45.6% | +31.8% |
| YTD | +18.8% | -30.2% | +49.0% | +30.5% |
| 1Y | +37.3% | -36.5% | +73.8% | +56.1% |
| 3Y | +237.9% | -5.7% | +243.6% | +229.4% |
| 5Y | +187.0% | -28.2% | +215.2% | +194.0% |
| 10Y | +650.5% | +209.1% | +441.4% | +362.1% |
| All | +650.5% | +203.1% | +447.4% | +362.1% |
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