+233.2%
GDXJ vs AVAV
+327.1%
-93.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -4.3% |
| 7D | -4.9% | +18.4% | -23.3% | -7.1% |
| 30D | -10.0% | -4.9% | -5.0% | -9.7% |
| 3M | -16.6% | -37.7% | +21.0% | -11.7% |
| 6M | -23.3% | -28.4% | +5.1% | -20.9% |
| YTD | -12.4% | -50.0% | +37.6% | -6.9% |
| 1Y | +0.5% | -62.6% | +63.1% | +10.5% |
| 3Y | +220.5% | -0.6% | +221.1% | +199.7% |
| 5Y | +124.7% | +31.9% | +92.8% | +97.6% |
| All | +233.2% | +327.1% | -93.9% | +197.0% |
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