+215.0%
GLD vs ADSK
+222.2%
-7.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -2.0% | -2.5% | +0.6% | -1.9% |
| 30D | -1.5% | -14.9% | +13.4% | -1.2% |
| 3M | +3.2% | +3.3% | -0.1% | +3.1% |
| 6M | -16.3% | -15.7% | -0.6% | -16.0% |
| YTD | +0.6% | -28.2% | +28.9% | +1.3% |
| 1Y | +19.1% | -34.5% | +53.7% | +20.2% |
| 3Y | +123.5% | -2.9% | +126.4% | +122.6% |
| 5Y | +138.5% | -25.3% | +163.9% | +137.9% |
| All | +215.0% | +222.2% | -7.2% | +212.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling