+257.4%
GDXJ vs AVAV
+2.7%
+254.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +12.6% | -7.7% | +3.2% |
| 7D | +16.4% | +3.2% | +13.2% | +15.5% |
| 30D | -1.2% | -7.4% | +6.2% | -0.5% |
| 3M | -3.9% | -32.0% | +28.1% | +0.8% |
| 6M | -10.2% | -24.6% | +14.4% | -7.7% |
| YTD | -0.6% | -47.5% | +46.9% | +4.8% |
| 1Y | +24.3% | -61.5% | +85.8% | +35.6% |
| 3Y | +257.4% | +5.5% | +251.9% | +220.0% |
| All | +257.4% | +2.7% | +254.7% | +220.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling