+214.5%
GLD vs AVAV
+339.7%
-125.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | -2.0% | +9.9% | -11.8% | -2.3% |
| 30D | -4.4% | -5.4% | +1.0% | -4.4% |
| 3M | -8.9% | -36.5% | +27.6% | -7.8% |
| 6M | -16.0% | -25.3% | +9.3% | -15.5% |
| YTD | -7.9% | -48.6% | +40.7% | -6.8% |
| 1Y | -3.9% | -62.1% | +58.2% | -2.1% |
| 3Y | +103.4% | +2.3% | +101.1% | +101.1% |
| 5Y | +109.7% | +35.4% | +74.3% | +105.5% |
| All | +214.5% | +339.7% | -125.2% | +215.4% |
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