+379.1%
AVAV vs GAP
+20.3%
+358.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.5% | +9.1% | +12.0% |
| 7D | +3.2% | 0.0% | +3.1% | +3.0% |
| 30D | -7.4% | -4.3% | -3.1% | -6.8% |
| 3M | -32.0% | +9.4% | -41.4% | -33.6% |
| 6M | -24.6% | -3.3% | -21.3% | -24.8% |
| YTD | -47.5% | -10.5% | -37.0% | -47.3% |
| 1Y | -61.5% | -2.4% | -59.1% | -62.1% |
| 3Y | +5.5% | +80.1% | -74.6% | -13.3% |
| 5Y | +35.7% | +6.5% | +29.3% | +17.0% |
| 10Y | +379.1% | +14.6% | +364.5% | +255.7% |
| All | +379.1% | +20.3% | +358.8% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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