-10.7%
GDXJ vs ADSK
-18.8%
+8.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -3.7% |
| 7D | -6.2% | -10.9% | +4.7% | -7.5% |
| 30D | +4.6% | -15.9% | +20.5% | +2.7% |
| 3M | +31.3% | -4.4% | +35.6% | +32.0% |
| 6M | -10.7% | -16.6% | +6.0% | -12.2% |
| All | -10.7% | -18.8% | +8.1% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling