-11.8%
ADSK vs GLDM
+1.2%
-13.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.7% |
| 7D | +2.1% | +5.0% | -2.9% | +2.4% |
| 30D | +11.9% | -1.3% | +13.2% | +11.6% |
| 3M | +5.7% | -4.7% | +10.4% | +5.3% |
| 6M | +7.7% | -12.4% | +20.1% | +6.8% |
| YTD | -11.0% | -4.1% | -7.0% | -9.9% |
| All | -11.8% | +1.2% | -13.1% | -12.5% |
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