-24.7%
ADSK vs GLDM
+145.5%
-170.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -8.2% |
| 7D | -16.4% | -0.5% | -15.9% | -16.3% |
| 30D | -9.2% | +4.4% | -13.6% | -9.5% |
| 3M | -6.7% | -1.1% | -5.7% | -6.5% |
| 6M | -15.5% | -13.7% | -1.8% | -13.8% |
| YTD | -26.4% | +2.8% | -29.2% | -27.5% |
| 1Y | -31.9% | +24.8% | -56.7% | -36.2% |
| 3Y | -1.0% | +127.8% | -128.8% | -23.7% |
| All | -24.7% | +145.5% | -170.2% | -48.2% |
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 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