+27.2%
AVAV vs GGLL
+188.6%
-161.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.4% | +9.1% | +10.2% |
| 7D | -10.6% | +3.1% | -13.7% | -11.1% |
| 30D | -18.8% | -36.3% | +17.5% | -13.3% |
| 3M | -34.1% | -40.4% | +6.3% | -29.0% |
| 6M | -35.3% | -54.6% | +19.3% | -27.4% |
| YTD | -53.4% | -31.1% | -22.2% | -52.1% |
| 1Y | -65.6% | -19.2% | -46.5% | -65.9% |
| 3Y | -5.1% | +151.5% | -156.6% | -28.1% |
| All | +27.2% | +188.6% | -161.5% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling