+391.1%
AVAV vs GFI
+265.5%
+125.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +4.2% | -8.7% | +12.9% | +5.2% |
| 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% | -25.8% |
| 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% | -18.3% |
| 5Y | +28.3% | +301.2% | -272.9% | +8.2% |
| 10Y | +320.5% | +1,284.4% | -963.9% | +203.0% |
| All | +391.1% | +265.5% | +125.6% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling