+37.3%
GS vs ADSK
-36.8%
+74.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.9% |
| 7D | +2.4% | -14.5% | +16.9% | +1.8% |
| 30D | -0.1% | -19.3% | +19.2% | -0.9% |
| 3M | +0.2% | -7.8% | +8.0% | +0.7% |
| 6M | +24.8% | -20.8% | +45.6% | +28.2% |
| YTD | +18.8% | -30.2% | +49.0% | +28.1% |
| 1Y | +37.3% | -36.5% | +73.8% | +54.7% |
| All | +37.3% | -36.8% | +74.1% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling