-4.0%
AVAV vs GFI
+215.0%
-219.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.9% | -2.0% |
| 7D | +18.4% | -5.4% | +23.8% | +19.7% |
| 30D | -4.9% | -1.5% | -3.4% | -4.8% |
| 3M | -37.7% | -10.2% | -27.5% | -36.8% |
| 6M | -28.4% | -19.3% | -9.2% | -26.8% |
| YTD | -50.0% | -13.7% | -36.3% | -50.0% |
| 1Y | -62.6% | -12.1% | -50.5% | -62.7% |
| All | -4.0% | +215.0% | -219.0% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling