+53.0%
AVAV vs GFI
+512.6%
-459.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.3% |
| 7D | -3.2% | +4.7% | -7.9% | -4.0% |
| 30D | -25.6% | +14.4% | -40.0% | -27.5% |
| 3M | -20.2% | +32.5% | -52.7% | -24.2% |
| 6M | -38.1% | -7.2% | -30.9% | -38.2% |
| YTD | -41.8% | +10.9% | -52.6% | -43.9% |
| 1Y | -39.0% | +35.5% | -74.5% | -43.3% |
| 3Y | +24.1% | +312.1% | -288.0% | -6.1% |
| 5Y | +53.0% | +524.6% | -471.5% | +13.6% |
| All | +53.0% | +512.6% | -459.6% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling