+188.9%
GS vs ADSK
-25.9%
+214.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.5% |
| 7D | +3.4% | -14.3% | +17.7% | +7.7% |
| 30D | +0.2% | -14.8% | +15.0% | +4.3% |
| 3M | -0.3% | -5.7% | +5.4% | -0.1% |
| 6M | +27.4% | -18.7% | +46.1% | +33.2% |
| YTD | +19.6% | -28.3% | +48.0% | +30.1% |
| 1Y | +42.5% | -35.1% | +77.5% | +60.4% |
| 3Y | +240.4% | -3.2% | +243.6% | +231.3% |
| 5Y | +188.9% | -26.7% | +215.6% | +177.0% |
| All | +188.9% | -25.9% | +214.8% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling