-36.2%
AVAV vs GGLL
+80.0%
-116.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -2.2% | -4.8% | +2.6% | -1.5% |
| 30D | -13.9% | -13.7% | -0.2% | -12.1% |
| 3M | -29.2% | -21.9% | -7.4% | -26.7% |
| 6M | -36.1% | +11.7% | -47.8% | -39.0% |
| YTD | -40.2% | +2.3% | -42.5% | -41.5% |
| 1Y | -36.2% | +76.2% | -112.4% | -37.1% |
| All | -36.2% | +80.0% | -116.2% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling