-10.2%
ADSK vs GLDM
+2.8%
-13.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.7% | +3.4% | +7.2% |
| 7D | +11.4% | -0.3% | +11.7% | +11.3% |
| 30D | +21.9% | -1.9% | +23.8% | +21.6% |
| 3M | +13.9% | -0.4% | +14.3% | +14.1% |
| 6M | +9.1% | -10.1% | +19.2% | +8.6% |
| YTD | -8.8% | -5.8% | -2.9% | -8.4% |
| 1Y | -10.2% | +3.1% | -13.3% | -12.6% |
| All | -10.2% | +2.8% | -13.0% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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