+220.4%
GDXJ vs ADSK
-25.3%
+245.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -2.8% | -2.5% | -0.3% | -2.3% |
| 30D | +5.0% | -14.9% | +19.8% | +8.4% |
| 3M | +24.1% | +3.3% | +20.7% | +22.3% |
| 6M | -7.4% | -15.7% | +8.3% | -4.9% |
| YTD | +10.2% | -28.2% | +38.5% | +17.6% |
| 1Y | +42.5% | -34.5% | +77.1% | +55.8% |
| 3Y | +285.7% | -2.9% | +288.6% | +271.3% |
| All | +220.4% | -25.3% | +245.8% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling