+212.2%
GLD vs AVAV
+423.1%
-210.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.6% | -10.7% | +1.5% |
| 7D | +4.9% | +3.2% | +1.8% | +4.8% |
| 30D | -1.3% | -7.4% | +6.1% | -1.2% |
| 3M | -4.8% | -32.0% | +27.3% | -3.8% |
| 6M | -12.5% | -24.6% | +12.1% | -12.1% |
| YTD | -4.2% | -47.5% | +43.3% | -3.2% |
| 1Y | +3.0% | -61.5% | +64.5% | +4.9% |
| 3Y | +109.1% | +5.5% | +103.7% | +106.7% |
| 5Y | +121.6% | +35.7% | +85.8% | +117.2% |
| 10Y | +212.2% | +379.1% | -166.9% | +220.8% |
| All | +212.2% | +423.1% | -210.9% | +220.8% |
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