+2.8%
GLD vs ADSK
-10.6%
+13.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.4% | +3.9% |
| 7D | -0.3% | +11.4% | -11.7% | +0.1% |
| 30D | -1.9% | +21.9% | -23.8% | -1.1% |
| 3M | -0.4% | +13.9% | -14.3% | +0.4% |
| 6M | -10.2% | +9.1% | -19.3% | -9.6% |
| YTD | -6.0% | -8.8% | +2.7% | -5.9% |
| 1Y | +2.8% | -10.2% | +13.0% | +3.2% |
| All | +2.8% | -10.6% | +13.5% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling