-20.5%
ADSK vs GLDM
+121.8%
-142.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | +4.9% | +4.7% | +0.2% | +4.4% |
| 30D | +11.3% | -0.9% | +12.2% | +11.4% |
| 3M | +7.9% | -4.3% | +12.2% | +8.3% |
| 6M | +7.7% | -13.4% | +21.1% | +9.3% |
| YTD | -11.6% | -5.8% | -5.8% | -12.3% |
| 1Y | -11.2% | +2.1% | -13.3% | -13.6% |
| 3Y | +29.6% | +105.0% | -75.5% | 0.0% |
| All | -20.5% | +121.8% | -142.2% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling