+214.8%
GDX vs ADSK
+456.3%
-241.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.5% |
| 7D | +1.9% | -14.5% | +16.4% | +4.5% |
| 30D | +9.9% | -19.3% | +29.2% | +13.8% |
| 3M | +28.2% | -7.8% | +36.0% | +29.2% |
| 6M | -2.9% | -20.8% | +17.9% | 0.0% |
| YTD | +16.0% | -30.2% | +46.2% | +21.8% |
| 1Y | +49.9% | -36.5% | +86.3% | +60.0% |
| 3Y | +263.6% | -5.7% | +269.3% | +258.0% |
| 5Y | +233.6% | -28.2% | +261.7% | +236.0% |
| 10Y | +315.3% | +209.1% | +106.2% | +207.6% |
| All | +214.8% | +456.3% | -241.5% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling