+54.5%
GDXJ vs AVAV
-40.1%
+94.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.2% |
| 7D | +0.9% | -3.2% | +4.1% | +1.4% |
| 30D | +8.8% | -25.6% | +34.4% | +14.0% |
| 3M | +29.8% | -20.2% | +50.1% | +33.7% |
| 6M | -5.8% | -38.1% | +32.2% | -0.2% |
| YTD | +13.6% | -41.8% | +55.4% | +17.7% |
| 1Y | +54.5% | -39.0% | +93.5% | +78.2% |
| All | +54.5% | -40.1% | +94.6% | +78.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling