+816.6%
GLD vs ADSK
+619.2%
+197.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.4% | -0.8% |
| 7D | -0.5% | -16.4% | +15.9% | -0.3% |
| 30D | +4.4% | -9.2% | +13.6% | +4.5% |
| 3M | -1.1% | -6.7% | +5.6% | -1.0% |
| 6M | -13.8% | -15.5% | +1.7% | -13.7% |
| YTD | +2.6% | -26.4% | +29.0% | +2.9% |
| 1Y | +24.5% | -31.9% | +56.4% | +25.0% |
| 3Y | +125.8% | -1.0% | +126.8% | +125.4% |
| 5Y | +137.8% | -24.5% | +162.3% | +137.5% |
| 10Y | +221.4% | +220.4% | +1.0% | +219.4% |
| All | +816.6% | +619.2% | +197.4% | +753.7% |
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 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