+216.8%
GLDM vs AVAV
+112.1%
+104.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.5% |
| 7D | +2.9% | 0.0% | +2.9% | +2.8% |
| 30D | -3.9% | -9.9% | +6.0% | -3.7% |
| 3M | -8.1% | -34.7% | +26.6% | -7.0% |
| 6M | -14.7% | -26.6% | +11.9% | -14.1% |
| YTD | -6.6% | -48.9% | +42.4% | -5.4% |
| 1Y | -2.1% | -63.0% | +61.0% | 0.0% |
| 3Y | +107.7% | +1.6% | +106.1% | +105.1% |
| 5Y | +116.5% | +34.5% | +82.0% | +111.7% |
| All | +216.8% | +112.1% | +104.6% | +210.2% |
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 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