+140.0%
GLD vs ADSK
-28.7%
+168.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.0% |
| 7D | +0.1% | -14.5% | +14.7% | +0.6% |
| 30D | +0.2% | -19.3% | +19.5% | +0.8% |
| 3M | +3.2% | -7.8% | +11.0% | +3.4% |
| 6M | -14.6% | -20.8% | +6.1% | -14.1% |
| YTD | +1.8% | -30.2% | +32.0% | +2.9% |
| 1Y | +20.7% | -36.5% | +57.2% | +22.6% |
| 3Y | +126.5% | -5.7% | +132.2% | +124.8% |
| 5Y | +140.0% | -28.2% | +168.2% | +140.6% |
| All | +140.0% | -28.7% | +168.8% | +140.6% |
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