+40.2%
GDX vs ADSK
-34.7%
+74.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -2.2% | -2.5% | +0.3% | -2.2% |
| 30D | +6.8% | -14.9% | +21.6% | +6.7% |
| 3M | +24.9% | +3.3% | +21.6% | +25.9% |
| 6M | -4.2% | -15.7% | +11.5% | -2.6% |
| YTD | +13.2% | -28.2% | +41.5% | +18.2% |
| 1Y | +40.2% | -34.5% | +74.8% | +51.2% |
| All | +40.2% | -34.7% | +74.9% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling