+245.7%
GDX vs ADSK
-3.6%
+249.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -3.7% |
| 7D | -5.4% | -10.9% | +5.5% | -4.1% |
| 30D | +6.6% | -15.9% | +22.4% | +8.7% |
| 3M | +30.1% | -4.4% | +34.5% | +30.4% |
| 6M | -7.1% | -16.6% | +9.5% | -5.0% |
| YTD | +12.0% | -28.5% | +40.5% | +18.0% |
| 1Y | +41.2% | -34.6% | +75.9% | +51.7% |
| All | +245.7% | -3.6% | +249.3% | +224.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling