+205.0%
GLD vs AVAV
+361.4%
-156.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.3% | -1.1% |
| 7D | +4.7% | -10.6% | +15.3% | +5.0% |
| 30D | -0.9% | -18.8% | +17.9% | -0.4% |
| 3M | -4.4% | -34.1% | +29.7% | -3.3% |
| 6M | -13.6% | -35.3% | +21.8% | -12.7% |
| YTD | -6.0% | -53.4% | +47.4% | -4.6% |
| 1Y | +1.8% | -65.6% | +67.4% | +3.9% |
| 3Y | +103.2% | -5.1% | +108.2% | +101.5% |
| 5Y | +119.3% | +18.5% | +100.8% | +115.9% |
| All | +205.0% | +361.4% | -156.4% | +215.1% |
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