+222.0%
GLDM vs AVAV
+75.3%
+146.6%
-28.0%
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% | +1.2% |
| 7D | +1.9% | -24.3% | +26.2% | +2.8% |
| 30D | -1.7% | -28.9% | +27.2% | -0.7% |
| 3M | -3.5% | -39.3% | +35.7% | -2.1% |
| 6M | -10.1% | -38.8% | +28.7% | -8.9% |
| YTD | -5.0% | -57.8% | +52.8% | -3.2% |
| 1Y | +2.8% | -70.9% | +73.7% | +5.7% |
| 3Y | +105.1% | -14.8% | +119.9% | +103.8% |
| 5Y | +124.3% | +7.3% | +117.0% | +120.8% |
| All | +222.0% | +75.3% | +146.6% | +217.3% |
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