+27.7%
AVAV vs GAP
+2.1%
+25.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +4.2% | -1.9% | +6.1% | +4.6% |
| 30D | -2.6% | -7.1% | +4.5% | -1.5% |
| 3M | -38.0% | +4.1% | -42.1% | -38.7% |
| 6M | -27.0% | +1.9% | -28.9% | -27.7% |
| YTD | -51.4% | -15.2% | -36.2% | -50.9% |
| 1Y | -60.2% | -10.6% | -49.6% | -60.3% |
| 3Y | -6.7% | +74.6% | -81.2% | -22.0% |
| All | +27.7% | +2.1% | +25.5% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling