+96.9%
GLD vs AVAV
-3.9%
+100.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | -4.6% | +4.2% | -8.8% | -4.8% |
| 30D | -5.5% | -2.6% | -2.9% | -5.5% |
| 3M | -10.9% | -38.0% | +27.1% | -9.0% |
| 6M | -17.4% | -27.0% | +9.6% | -16.5% |
| YTD | -10.3% | -51.4% | +41.1% | -8.5% |
| 1Y | -7.2% | -60.2% | +53.1% | -4.6% |
| 3Y | +96.9% | -6.7% | +103.6% | +91.2% |
| All | +96.9% | -3.9% | +100.8% | +91.2% |
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