+45.4%
GDXJ vs AVAV
+344.6%
-299.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +0.3% | +9.9% | -9.6% | -1.1% |
| 30D | -7.4% | -5.4% | -2.0% | -7.1% |
| 3M | -11.9% | -36.5% | +24.7% | -6.9% |
| 6M | -19.3% | -25.3% | +6.0% | -17.2% |
| YTD | -8.1% | -48.6% | +40.4% | -2.6% |
| 1Y | +9.1% | -62.1% | +71.1% | +20.0% |
| 3Y | +236.2% | +2.3% | +233.9% | +212.9% |
| 5Y | +136.3% | +35.4% | +101.0% | +106.0% |
| 10Y | +256.9% | +345.1% | -88.2% | +154.0% |
| All | +45.4% | +344.6% | -299.2% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling