+533.3%
GLD vs AVAV
+478.6%
+54.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.5% |
| 30D | +4.4% | -13.9% | +18.3% | +4.6% |
| 3M | -1.1% | -29.2% | +28.1% | -0.7% |
| 6M | -13.8% | -36.1% | +22.3% | -13.4% |
| YTD | +2.6% | -40.2% | +42.8% | +3.1% |
| 1Y | +24.5% | -36.2% | +60.7% | +24.9% |
| 3Y | +125.8% | +47.5% | +78.3% | +124.5% |
| 5Y | +137.8% | +39.3% | +98.5% | +136.1% |
| 10Y | +221.4% | +482.6% | -261.2% | +222.2% |
| All | +533.3% | +478.6% | +54.7% | +540.2% |
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 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