+308.9%
AVAV vs GFI
+1,288.5%
-979.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +4.2% | -8.7% | +12.9% | +5.3% |
| 30D | -2.6% | +0.6% | -3.1% | -2.7% |
| 3M | -38.0% | -7.5% | -30.5% | -37.7% |
| 6M | -27.0% | -18.3% | -8.7% | -25.9% |
| YTD | -51.4% | -13.8% | -37.6% | -51.2% |
| 1Y | -60.2% | -8.8% | -51.4% | -60.3% |
| 3Y | -6.7% | +215.8% | -222.5% | -17.4% |
| 5Y | +28.3% | +301.2% | -272.9% | +10.4% |
| All | +308.9% | +1,288.5% | -979.6% | +246.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling