+296.0%
GDX vs ADSK
+222.2%
+73.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -2.2% | -2.5% | +0.3% | -1.8% |
| 30D | +6.8% | -14.9% | +21.6% | +9.1% |
| 3M | +24.9% | +3.3% | +21.6% | +23.8% |
| 6M | -4.2% | -15.7% | +11.5% | -2.6% |
| YTD | +13.2% | -28.2% | +41.5% | +17.8% |
| 1Y | +40.2% | -34.5% | +74.8% | +47.9% |
| 3Y | +249.6% | -2.9% | +252.5% | +243.3% |
| 5Y | +230.4% | -25.3% | +255.7% | +228.5% |
| All | +296.0% | +222.2% | +73.8% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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