-10.2%
GLD vs AVAV
-43.9%
+33.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.8% | +10.7% | +1.4% |
| 7D | +1.9% | -24.3% | +26.2% | +3.7% |
| 30D | -1.8% | -28.9% | +27.1% | +0.5% |
| 3M | -3.6% | -39.3% | +35.6% | -0.4% |
| 6M | -10.2% | -38.8% | +28.5% | -6.8% |
| All | -10.2% | -43.9% | +33.7% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling