+509.8%
AVAV vs GFI
+1,093.3%
-583.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +1.4% | -2.7% | +4.1% | +1.7% |
| 30D | -24.3% | +13.2% | -37.5% | -25.4% |
| 3M | -20.1% | +28.5% | -48.6% | -22.3% |
| 6M | -29.4% | -6.2% | -23.2% | -29.5% |
| YTD | -39.3% | +8.7% | -48.1% | -40.4% |
| 1Y | -39.3% | +24.8% | -64.2% | -41.3% |
| 3Y | +29.5% | +298.0% | -268.6% | +11.8% |
| 5Y | +56.3% | +546.0% | -489.7% | +30.0% |
| All | +509.8% | +1,093.3% | -583.6% | +460.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling