+72.7%
GDXJ vs ADSK
+661.7%
-589.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.5% |
| 7D | -6.2% | -10.9% | +4.7% | -3.9% |
| 30D | +4.6% | -15.9% | +20.5% | +8.5% |
| 3M | +31.3% | -4.4% | +35.6% | +31.4% |
| 6M | -10.7% | -16.6% | +6.0% | -8.3% |
| YTD | +9.1% | -28.5% | +37.6% | +15.8% |
| 1Y | +44.1% | -34.6% | +78.8% | +56.3% |
| 3Y | +285.4% | -3.5% | +288.8% | +275.3% |
| 5Y | +228.4% | -25.6% | +254.0% | +229.3% |
| 10Y | +226.5% | +216.6% | +9.9% | +122.0% |
| All | +72.7% | +661.7% | -589.1% | -24.5% |
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