+240.1%
GDXJ vs AVAV
+478.0%
-237.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.1% |
| 7D | +0.9% | -3.2% | +4.1% | +1.3% |
| 30D | +8.8% | -25.6% | +34.4% | +13.0% |
| 3M | +29.8% | -20.2% | +50.1% | +32.8% |
| 6M | -5.8% | -38.1% | +32.2% | -1.0% |
| YTD | +13.6% | -41.8% | +55.4% | +18.9% |
| 1Y | +54.5% | -39.0% | +93.5% | +59.8% |
| 3Y | +301.4% | +24.1% | +277.3% | +265.4% |
| 5Y | +236.3% | +53.0% | +183.3% | +190.3% |
| 10Y | +240.1% | +493.8% | -253.8% | +153.1% |
| All | +240.1% | +478.0% | -237.9% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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