+63.0%
ADSK vs GLDM
+242.2%
-179.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | -14.3% | +0.7% | -15.1% | -14.4% |
| 30D | -14.8% | +0.3% | -15.1% | -14.8% |
| 3M | -5.7% | +0.7% | -6.4% | -5.7% |
| 6M | -18.7% | -15.4% | -3.3% | -16.8% |
| YTD | -28.3% | +1.0% | -29.3% | -29.1% |
| 1Y | -35.1% | +19.7% | -54.8% | -38.1% |
| 3Y | -3.2% | +126.5% | -129.7% | -20.5% |
| 5Y | -26.7% | +142.5% | -169.2% | -41.7% |
| All | +63.0% | +242.2% | -179.2% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling