+484.6%
GLD vs AVAV
+308.3%
+176.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.8% | +10.7% | +1.0% |
| 7D | +1.9% | -24.3% | +26.2% | +2.3% |
| 30D | -1.8% | -28.9% | +27.1% | -1.3% |
| 3M | -3.6% | -39.3% | +35.6% | -2.9% |
| 6M | -10.2% | -38.8% | +28.5% | -9.7% |
| YTD | -5.3% | -57.8% | +52.5% | -4.4% |
| 1Y | +2.5% | -70.9% | +73.3% | +3.8% |
| 3Y | +103.2% | -14.8% | +118.0% | +103.3% |
| 5Y | +121.1% | +7.3% | +113.8% | +120.6% |
| 10Y | +201.9% | +325.3% | -123.5% | +204.2% |
| All | +484.6% | +308.3% | +176.3% | +493.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling