-1.4%
ADSK vs GLDM
+130.1%
-131.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -8.2% |
| 7D | -16.4% | -0.5% | -15.9% | -16.4% |
| 30D | -9.2% | +4.4% | -13.6% | -9.2% |
| 3M | -6.7% | -1.1% | -5.7% | -6.5% |
| 6M | -15.5% | -13.7% | -1.8% | -14.6% |
| YTD | -26.4% | +2.8% | -29.2% | -26.8% |
| 1Y | -31.9% | +24.8% | -56.7% | -34.4% |
| All | -1.4% | +130.1% | -131.5% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling